Sift together flour, soda and salt into bowl. Add sugars, shortening, egg and vanilla. Beat until smooth, about 2 minutes. Stir in oats and nutmeats. Shape dough to form roll; warp in waxed paper and chill several hours or overnight. Cut into 1/4-inch slices. Place on ungreased cooky sheets. Bake in preheated moderate oven (350 F.) 10 to 12 minutes.