Preheat oven to 350°F. Line a cookie sheet with parchment paper and set aside.
Cream the shortening, peanut butter, and sugar together until smooth. Add the unprepared pudding powder, eggs, additional egg yolk, and vanilla. Beat for about one minute on medium speed.
In a separate bowl, combine flour, baking soda, and salt. Add dry ingredients to the wet ingredients a ½ cup at a time and mix until combined.
Use a medium cookie scoop to portion out the dough into balls and roll the dough between your palms. 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.
Bake for 9 to 12 minutes then let rest on the baking sheet for 2 minutes before transferring to a wire rack.