Preheat oven to 350 degrees F.
Prepare cookies following package directions; however, bake for 12 to 13 minutes until crisp (still verifying) and golden brown but not burnt. (Crisp cookies will make it easier to grind the cookies later.) Let cookies cool completely on wire racks.
Line baking sheet with wax paper.
Crumble cookies into food processor container; cover. Process until mixture resembles coarse meal. Add cream cheese; process until mixture begins to hold together. Mixture will be dark in color. (If smaller food processor is being used, half the cookies and half the cream cheese can be processed. Transfer mixture to medium bowl and then repeat with remaining cookies and cream cheese.)
Roll or scoop mixture into 1 1/4-inch balls. Pinch to be slightly oval shaped. Place on prepared baking sheet.
Microwave morsels and vegetable shortening in small, uncovered, microwave-safe bowl on HIGH (100%) power for 30 seconds; STIR. Morsels may retain some of their original shape. If necessary, microwave at additional 10- to 15-second intervals, stirring just until morsels are melted.
Dip one end of truffle acorn 1/4-inch into melted chocolate. Then dip into pretzel pieces to form cap of acorn. Insert pretzel stem into truffle. Refrigerate for 30 minutes or until set. Store in tightly covered container in refrigerator.