Preheat oven to 375°F.
Combine peanut butter, brown sugar, shortening, milk, and vanilla in a large bowl or stand mixer. Mix on medium speed until well blended. Add egg and mix until just blended.
In a separate bowl, combine flour, baking soda, and salt. Add to peanut butter mixture at mix on low speed until just combined.
Using a medium cookie scoop or tablespoon, form dough into 1-inch balls. Gently pinch the bottom of the ball to form a point for the reindeer noses, place on a lined or greased cookie sheet, then gently flatten with your hand. Space cookies about 2 inches apart and bake for 7 to 8 minutes, until set or just beginning to brown.
Remove from oven and gently press two mini pretzels into the tops of the cookies for the reindeer's antlers. Press two eye candies for the eyes and one red M&M for the nose.
Allow to cool 2 minutes on the baking sheet and then transfer to a wire rack or paper towel to cool completely.