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.

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 half the cookies with a rounded tablespoon of Creamy Filling. Top with the remaining cookies, flat sides down. Store in the refrigerator. Let stand at room temperature for 30 minutes before serving. Makes about 16 sandwich cookies.

In a small saucepan, combine 3/4 cup milk and 1/4 cup all-purpose flour. Cook and stir over medium heat until thickened and bubbly. Cook and stir 2 minutes more. Remove from heat; cool. In a large bowl, beat 3/4 cup softened butter with an electric mixer on medium to high speed for 30 seconds. Beat in 2 cups powdered sugar until fluffy. Beat in 1 teaspoon vanilla. Beat cooled milk mixture, one large spoonful at a time, into butter mixture. Beat on high for 1 minute or until filling is smooth and fluffy.

Try to keep mounds of dough in nicely rounded shapes.

Layer 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.