In a mixing bowl, cream shortening and sugar. Add egg and vanilla; mix well. Combine the dry ingredients and add to creamed mixture. Roll heaping teaspoonful into balls; press a filbert into each and reshape so dough covers nut. Place on ungreased baking sheets. Bake at 375 degrees for 12-15 minutes or until lightly browned. Cool on wire racks. Combine first three dozen.