Preheat oven to 350°F.
Line a cookie sheet with parchment paper, set aside for later.
In a large mixing bowl, cream the shortening, peanut butter, and sugar together until smooth.
Add the unprepared pudding powder, eggs, additional egg yolk, and vanilla, beating after each addition. Beat for about one minute on medium speed until well combined.
In a separate bowl, combine flour, baking soda, and salt.
Add dry ingredients to the wet ingredients, stirring as you add, ½ cup at a time, and mix until combined.
Use a medium sized cookie scoop to measure out the cookie dough into balls, and then roll the dough between your palms.
Pour a little granulated sugar on a plate.
Roll the balls in granulated sugar.
Place the balls of dough on the prepared cookie sheet about two inches apart. Use a fork to gently press the balls flat, making two indents with the fork tines, criss-crossing the marks at the cop of each cookie.
Bake for 9 to 12 minutes - when the sides start to gently brown - then let rest on the baking sheet for 2 minutes before transferring to a wire rack.