Preheat the oven to 350 degrees F (175 degrees C). Grease 2 cookie sheets with shortening.

Stir oats, sugar, flour, baking soda, and salt in a medium bowl until combined.

Place butter, eggs, milk, and vanilla in a large bowl; mix well. Add the oat mixture to the butter mixture; stir until incorporated. Roll the dough into walnut-sized balls and place 2 inches apart on the prepared baking sheets.

Bake in the preheated oven until edges are golden, about 9 minutes.