Preheat oven to 375° F. Grease baking sheets.
Combine the butter and shortening in a bowl and beat for a few seconds. Add the sugar and beat until creamy. Add the egg, dry milk and vanilla extract and beat light until light.
Combine the flour, baking soda and salt in a bowl. Stir with a fork to mix and lighten. Add to the butter mixture and blend well. Stir in the pecans and mix well.
Drop heaping tablespoons of dough 2 inches apart onto the baking sheet. Dip the bottom of a 3-inch diameter drinking class into flour and use it to press the dough into a circle of the same dimension. If the dough sticks a little as you lift off the glass, scrape it from the glass and pat any bits back into the circle of dough to make it even and neatly round. Dip the glass into flour after each use.
Bake the cookies for 7 to 10 minutes, or until golden brown. Remove from the oven and gently lift the cookies onto a cooling rack. Let cool completely, then store in an airtight container.Makes 30 cookies Source: