Step 1Finely chop the pecans, using a rocking motion with the knife. Set aside.
Step 2In the bowl of a stand mixer using the paddle attachment, or in a large mixing bowl using an electric mixer, beat together the shortening and sugars until combined.
Step 3In a medium bowl, lightly beat together the eggs and vanilla.
Step 4Add the egg mixture to the sugar-shortening mixture and beat thoroughly to combine.
Step 5In a separate medium bowl, combine the flour, salt and baking soda, stirring to combine.
Step 6Add the flour mixture to the egg-sugar mixture and stir until combined, then stir in the oats and pecans until incorporated.
Step 7Divide the dough into fourths. Place each quarter on a sheet of waxed paper and roll into a log 1 1/2 inches in diameter, wrapping the waxed paper tightly around the log.
Step 8Chill the logs until ready to use, up to 1 week. (The rolls may be frozen up to 3 months.)
Step 9When you're ready to bake the cookies, heat the oven to 350 degrees. Unwrap the dough from the waxed paper and slice into rounds approximately one-half-inch thick. If the dough is frozen, there is no need to thaw; just increase the baking time by 1 or 2 minutes.
Step 10Place the rounds on a cookie sheet and bake until light golden brown, about 10 minutes. Using a spatula, remove the cookies from the sheet immediately. Cool the cookies on a rack.