Preheat oven to 375F degrees. Spray baking sheets with nonstick cooking spray.
In a separate bowl, combine flour with baking soda and salt. Using a fork, stir well.
In the bowl of a stand mixer or a large mixing bowl, combine shortening, brown sugar, peanut butter, milk and vanilla. Beat at medium speed until smooth and well-blended.
Add in egg and mix well.
Slowly begin adding the flour mixture to the peanut butter mixture. Only adding a little at a time as you mix it to make sure flour doesn't fly everywhere. Don't overmix, just stir until combined.
Form dough into 1-inch balls and place on cookie sheet about 2 inches apart. I find this easiest with a spring loaded cookie scoop.
Then, to make the reindeer face, pinch the bottom half of the cookie. Then smush it down a bit with your hand.
Bake cookies (one sheet at a time) for about 8 minutes.
While the cookies are baking, start getting all your embellishments organized. As soon as the cookies come out, you are going to be working kinda fast.
Once cookies are finished, while still warm, start adding the noses (using the red M&M's). Then add the chocolate chip eyes fairly close to the nose. Just make sure you put them in pointy side up.
Now add the antlers. This part can be just a bit tricky because those antlers are heavy. So it's important that you don't put them too far to the edge of the cookie. They need to be solidly on the cookie, near the eyes, and gently apply a bit of pressure to make sure they stay in place.
Allow cookies to finish cooling.
Video
Notes
If you are using a stand mixer, you always have to remember to scrape down the sides of your bowl to make sure everything gets incorporated.
The cookies need time to cool completely before you move them. The chocolate will set up and then stick to the cookie. Then you'll be able to move them and store them at that point.
You can use plain mini pretzel twists but you'll need to melt a little chocolate to use to adhere them better to the cookie.