Mix together shortening, sugars and egg in a large bowl; set aside. Sift together flour, baking soda and salt; gradually add to sugar mixture. Stir in orange juice, zest and nuts. Divide dough in half; roll each half into a 2-inch-thick log and refrigerate overnight. Slice 1/4-inch thick. Place on ungreased baking sheets. Bake at 350 degrees for 9 to 11 minutes.
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