Preheat oven to 350°F. In a large mixing bowl beat shortening and peanut butter with an electric mixer on medium to high speed for 30 seconds. Beat in the granulated sugar, brown sugar, baking powder, salt, and baking soda until combined, scraping sides of bowl occasionally. Beat in egg, milk, and vanilla until combined. Beat in the cocoa powder and as much of the flour as you can with the mixer. Stir in any remaining flour.