Cream shortening, add sugar and continue creaming. Beat in eggs. Sift together flour, baking soda and salt; add to egg mixture. Stir in oats and vanilla; blend well. Chill. Divide dough into sections for easy handling, and roll out very thin on floured pastry cloth. Cut with 2 1/2 inch floured cookie cutter, and place on lightly greased sheet. Bake at 375° F for 6 - 8 minutes. Cooled baked cookies can be put together in sandwich fashion with jam or date fillings if desired. Yield: 6 dozen single cookies.