In large saucepan, combine first 4 ingredients. Cook over medium heat until sugar is dissolved. Gradually add milk - mix well. Continue cooking until candy thermometer reads 250 (firm ball stage). Remove from heat; stir in vanilla until blended. Fold in pecans. Drop by tsp onto foil paper sprayed with Pam on cookie sheets. Chill until firm. Melt chips and shortening in microwave or double boiler. Drizzle over each cluster. Cool. Freezes well.