Cook Filling ingredients, except nuts, at medium heat, stirring until mixture thickens. Set Filling mixture aside to cool. When Filling mixture is cool, add nuts.
Beat together shortening, brown sugar, and eggs. Add flour, baking soda, vanilla, and salt. Mix until well blended. Divide Dough in half. Wrap each half in plastic wrap and chill for at least 30 minutes.
Roll each section of Dough into a rectangle. Spread with Filling and roll from long side. Wrap in plastic wrap and return to refrigerator for one hour.
Remove wrap and cut into 1/4-inch slices. Place on greased cookie pan and bake at 350° for 10 -12 minutes.
Fun Fact: The Valley of Fire, not far from Las Vegas, has fascinating petroglyphs of animals and fish and birds and symbols. Editor Gwen McKee wonders: “Is there an early cookbook here?”
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