Heat oven to 375 F. Cream crisco, cream cheese and milk in medium bowl at medium speed of electric mixer until well blended. Beat in sugar and vanilla. Mix in flour. Stir in nuts.
Drop level measuring tablespoonfuls of dough 2 inches apart onto ungreased baking sheet. Bake at 375 for 10 minutes. Remove to cooling rack.
Makes 3 dozen 2 inch cookies.
Lemon or Orange Variation: Add 1/2 teaspoon grated lemon or orange peel to dough.