Preheat oven to 375 F. Line cookie sheets with parchment for easier cleanup.
Cream butter and shortening briefly, add brown sugar until smooth. Add in dry milk powder, egg and vanilla and mix until noticeably lightened in color.
Stir together flour, cornstarch, baking soda and salt, add all at once. Mix until smooth, then add pecans.
Drop by the heaping double tablespoonful. Flatten with the bottom of a glass, dipped in flour each time.
For the sea salt option: If you are a lover of sweet and salty, sprinkle the cookies at this point with a few grains of your favorite granular sea salt, available at specialty stores. This will accentuate the nutty taste and balance the sweetness.
Bake for about 8-10 minutes. Cool on a rack before serving.