Preheat the oven to 350 degrees, and line your cookie sheets with parchment paper.
In a medium pan, saute pecans over medium heat until toasted. Remove the pecans and add the butter. Cook on medium-high heat until the butter is a caramel brown color - about 10 minutes.
Beat together shortening and sugar for 1 minute, then add browned butter. Continue beating on medium speed for another minute, then add vanilla and eggs. Turn the mixer down to low and add flour, baking soda, salt, and pecans. Mix until just incorporated.
Form into balls using 2 tablespoons of dough each. Bake for 10-12 minutes, until the sides turn slightly golden.