In a large bowl, cream butter and sugar until light and fluffy. Beat in vanilla and salt. Gradually add flour and mix well. Cover and refrigerate for 2 hours or until easy to handle.
For filling, melt chocolate chips and shortening in a microwave-safe bowl; stir until smooth. Set aside 1/4 cup for glaze. To remaining chocolate, stir in the pecans, milk, vanilla and salt. Cover and refrigerate until cool, about 15 minutes.
Place a 16x12-in. piece of foil in a greased baking sheet; lightly sprinkle with flour. Divide dough in half; place one portion on foil. Roll into a 14x5-in. rectangle. Spread half of the filling lengthwise on half of the dough to within 1/2 in. of edges. Using foil, fold dough over filling; seal edges. Repeat with remaining dough and filling. Bake at 350° until golden brown, 15-20 minutes. Cool on a wire rack for 10 minutes.
For glaze, warm reserved chocolate; stir in corn syrup and water. Spread over cookies. Cool completely. Cut widthwise into 3/4-in. strips.