1 box Devil's Food cake mix
1/2 cup shortening
Preheat oven to 350 degrees.
Combine all 3 ingredients until a dough forms. Roll dough into balls approximately 1 tablespoon each. I just use my medium cookie scoop and then slice each scoop in half. Place on greased cookie sheet and bake for approximately 8 minutes, or until edges are firm. Don't over cook! Allow to cool on cookie sheet 5 minutes, then remove from cookie sheet and cool on wire wrack until room temperature. Match similar sized cookies into pairs. Make filling:
1/4 cup (1/2 stick) softened butter
1/4 cup vegetable shortening
2 cups sifted powdered sugar
2 teaspoons vanilla extract
Mix butter and shortening in stand mixer. On low speed, slowly add powdered sugar until combined. Add vanilla. Beat on low speed 1 minute, then high speed for 2-3 minutes until light and fluffy. Using a pastry bag with 1/2 inch round tip, or a Ziploc bag with the corner cut off, pipe about a teaspoon of filling on half of cookies. Place similar sized cookie on top. Smoosh while lightly twisting (kind of the opposite of opening an Oreo!) to make filling spread to the edges of the sandwiches. Dip in milk and devour!
*I love refrigerating these for about 2 hours before serving. The cookies absorb some of the moisture from the filling and they become softer and yummier.