In a large mixing bowl beat shortening with an electric mixer on medium to high speed for 30 seconds. Add the granulated sugar, brown sugar, baking soda, and salt. Beat until combined. Beat in eggs and vanilla until combined. Beat in as much of the flour as you can with the mixer. Stir in any remaining flour, the oats, and walnuts. Drop by a tablespoon 2 inches apart on an ungreased cookie sheet.
Bake cookies in a 350 degree F oven about 10 minutes or until lightly browned. Transfer cookies to a wire rack; cool completely. Makes about 72 cookies.