HEAT oven to 375ºF. Beat shortening, sugar, brown sugar, egg, milk and vanilla in large bowl with electric mixer on medium speed until well blended.
STIR together flour, instant espresso coffee, baking soda and salt. Add gradually to creamed mixture at low speed. Beat until well blended. Stir in nuts, semi-sweet chocolate chips and milk chocolate chips. Drop by rounded tablespoonfuls 2 inches apart onto ungreased baking sheet.
BAKE 8 to 10 minutes or until lightly browned. Cool 2 minutes on baking sheet. Remove to wire rack to cool completely.