1. Preheat the oven to 325F degrees.
2. In a large bowl, cream together the shortening, sugar, and salt with an electric mixer on medium speed.
3. Add the eggs and beat well.
4. While mixing, slowly add the flour, baking soda, and water.
5. Chop the pecans into very small bits using a food processor or blender on low speed. Be careful not to over chop; you don't want to make pecan dust. The pieces should be about the size of rice grains.
6. Add the pecans to the dough and knead with your hands until the pecans are well blended into the mixture.
7. Roll the dough into 1-inch balls and press flat with your hands onto greased baking sheets. The cookies should be about 2 inches in diameter and 1/2-inch thick.
8. Bake for 25 to 30 minutes or until the edges of the cookies are golden brown.