In a large mixing bowl, combine shortening and sugars with an electric beater until fluffy.
Beat in eggs and milk.
Stir in flour, baking soda and salt. Mix well. If cookie dough is too crumbly, add milk 1Tbsp at a time until it holds together.
Form dough into logs about 2 inches in diameter. Wrap in cling wrap and chill for an hour.
While the dough is chilling make the raising filling. RAISIN FILLINGMix the raisins, water, sugar, flour and vanilla in a saucepan. Cook and stir until it comes to a boil. Stir and boil for 2 minutes. Pour into a blender and blend together.Pour back into the saucepan and stir in walnuts. Set aside for later.
Preheat oven to 350 degrees.
Line cookie sheets with parchment paper or a silicone baking sheet.
Cut chilled cookie dough into slices about ¼ inch thick.
Place cookie rounds onto cookie sheet. Use fingers to create a well in the center of each cookie.
Spoon 1-2 teaspoons of the raisin filling onto each cookie.
Make more slices about ⅛ inch thick. Place a slice on top of each cookie. **Don't worry about perfection. Sometimes I just form a disc with the dough and place it on top.