Preheat oven to 375° and grease cookie sheet.
Combine shortening, sugar, egg, milk and vanilla in large bowl.
Beat at medium speed until well blended.
Combine flour, cinnamon, salt, soda and nutmeg in a small bowl and mix into creamed mixture at low speed until just blended.
Stir in oats, apples, raisins and nuts.
Drop rounded tablespoonfuls of dough about 2-inches apart onto prepared cookie sheets.
Bake for 13 minutes or until just set.
Cool for a minute or 2 on cookie sheets and then remove to a wire rack to cool completely.