Preheat your oven to 350°. In a medium bow, mix the shortening , sugar, egg yolk and vanilla. Blend flour and salt into the mixture.
In a separate small bowl, combine the finely crushed graham crackers and pecans. Add your egg white to another separate bowl and beat slightly.
Roll your dough into 1.5" balls, being sure not to overwork the dough. Dip the balls into egg whites, then roll into graham cracker and pecan mixture.
Place the rolled balls on a greased cookie sheet. With your thumb, gently press in the center of each cookie approximately 3/4 of the way, being sure not to allow the edges to crack.
Bake at 350° for 6 minutes. Remove from the oven, and while acting quickly, press down in the center of each thumbprint again to redefine the imprint. Place 6 mini marshmallows in the center of each cookie. Immediately return to the oven and bake an additional 8-10 minutes until the marshmallows are browned and the cookies are done.
In a small microwavable bowl, melt the chocolate and oil in 15 second increments, stirring each time. Be sure not to over cook the chocolate or it will seize. Once all of the chocolate is melted, use it to drizzle over the cookies after they are removed from the oven.
Cool the cookies before serving and store in an airtight container.