Preheat the oven to 375°F and line baking sheets with parchment paper.
Sift together the flour, salt and soda. Set aside.
In a large mixing bowl or the bowl of a stand mixer fitted with the paddle attachment, cream together the shortening and sugars. Add the milk, vanilla and egg until fully combined.
In two increments, add the flour mixture until just combine, then add oats.
Using a 1 tablespoon cookie scoop, place onto the baking sheets at least 2-inches apart (they will spread).
Bake for 12-14 minutes or until edges are lightly browned.
Remove and allow to cool on the pan for 5 minutes, then transfer to a wire cooling rack.
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