In a large mixing bowl, beat the shortening, granulated sugar, brown sugar, baking soda, and salt with an electric mixer until combined, scraping sides of bowl occasionally. Beat in eggs and vanilla until combined.
Beat in as much of the flour as you can with the mixer. Stir in the remaining flour by hand. Stir in candies.
Shape dough into two 8-inch-long rolls. Wrap rolls in plastic wrap or waxed paper, and chill dough 6 to 24 hours (or freeze for 2 hours) until firm.
Using a serrated knife, cut dough into 1/4-inch-thick slices. Reshape rolls as needed. Place cookies 1 inch apart on an ungreased cookie sheet. Bake in a 375 degree F oven about 7 minutes or until edges are golden. Transfer to a wire rack and let cool. Makes about 60 cookies.