Mix the shortening and brown sugar together until creamy, then add the egg replacer and beat well. Add the cocoa, oil, and vanilla; mix and set aside.
Combine the dry ingredients. Add dry ingredients to the wet mix, alternating with the soy milk; use only 3 tablespoons soy milk unless the dough is too dry to hold together - if it's too dry, add the 4th tablespoon. If using walnuts, add those now. Split the dough in half and roll both halves into logs, then wrap in either wax paper or plastic wrap and place in the fridge to chill for 2-3 hours.
When the dough is chilled, cut the logs into cookies, about 1/4-1/3 inch thick. Place on an un-greased cookie sheet and bake at 400 degrees F for 8-10 minutes.