Preheat oven to 350 degrees
Using a hand mixer or stand mixer, beat shortening and sugars together until light and fluffy (about 3 minutes)
Add eggs one at a time, making sure to beat well after each one is added. Add in vanilla and mix until combined
In a separate bowl, mix together oats, flour, baking soda, salt, nutmeg, and cinnamon until combined
Slowly add the oat mixture into the shortening and mix well
Drop tablespoon-sized balls of dough onto a parchment paper-lined cookie sheet and flatten slightly with a fork
Bake in preheated oven for 10-12 minutes, until lightly browned