Cream shortening and sugar together well, and then add the egg and flavorings. Stir in the oats and milk. Sift together the flour, salt and soda and add to the creamed mixture. (You probably will have to use your hands to work in the dry ingredients thoroughly!) Shape into rolls, wrap in waxed paper or foil, and store in the refrigerator. When ready to bake, slice thinly and bake on a greased cooky sheet at 375 degrees until lightly browned.