Preheat oven to 350 degrees F. In a large bowl, beat shortening with an electric mixer on medium to high speed for 30 seconds. Add sugar, baking soda, and salt. Beat until combined, scraping bowl occasionally. Beat in buttermilk or sour milk, egg, and vanilla until combined. In a medium bowl, stir together the flour and cocoa powder. Beat in as much of the flour mixture as you can with the mixer. Using a wooden spoon, stir in any remaining flour mixture and the walnuts.

Drop dough from a rounded measuring tablespoon* 2-1/2 inches apart onto an ungreased cookie sheet. Bake in the preheated oven for 10 minutes or until the edges are firm. Cool on cookie sheet for 2 minutes. Transfer cookies to a wire rack; let cool.

Spread the flat sides of each of half the cookies with about 2 tablespoons of Chocolate-Walnut Filling. Top with remaining cookies, flat sides down. Store in the refrigerator. If desired, sprinkle with powdered sugar. Makes about 16 sandwich cookies.

In a medium saucepan, combine 1 cup semisweet chocolate pieces and 1/4 cup butter. Cook over low heat, stirring frequently, until melted and smooth. Remove from heat. Transfer mixture to a large bowl. Cool for 5 minutes. Stir in 1/2 cup dairy sour cream. Gradually add 2-1/4 cups powdered sugar, beating with an electric mixer on medium speed until smooth. Stir in 1/2 cup chopped toasted walnuts.

Try to keep mounds of dough in nicely rounded shapes.

Place assembled cookies between sheets of waxed paper in an airtight container; cover. Store in refrigerator for up to 3 days or freeze unfilled cookies for up to 3 months. To serve, thaw cookies, if frozen. Assemble as directed in Step 3.