Cream shortening in a large mixing bowl; gradually add sugar, beating well.
Dissolve soda in molasses in a small mixing bowl; stir until well blended, and set aside. Combine water and rum, stirring well; set aside.
Sift together flour, salt, and spices in a large mixing bowl; gradually add to creamed mixture alternately with reserved molasses and rum mixtures, beginning and ending with flour mixture, stirring well after each addition. Divide dough in half; wrap each half in waxed paper, and chill overnight.
Work with one half of dough, keeping remaining dough chilled until ready to use. Roll to 1/8-inch thickness on a well-floured surface. Cut with a diamond- shaped cutter. Place on lightly greased cookie sheets, and firmly press a pecan half in center of each cookie.
Bake at 350° for 10 minutes or until lightly browned and crisp. Remove from cookie sheets, and cool on wire racks. Repeat procedure with remaining dough and pecans.