• 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,egg and vanilla until combined.
• In a medium bowl, sift together flour and cocoa powder. Beat in as much of the flour mixture then stir in remaining with wooden spoon if it gets difficult. (I was able to beat in all of the flour with the mixer.)
• Drop dough by rounded measured tablespoonfuls onto a parchment lined baking sheet., about 2 inches apart. Bake in preheated oven 8 - 10 minutes or until edges are firm. Cool on cookie sheet for 2 minutes and then transfer to wire cooling rack. Cool completely.
• Prepare filling. Spread flat side of half the cookies with filling and top with remaining, unfrosted, cookies. Store in refrigerator. Let stand 30 minutes before serving.

To make filling:

• In a small saucepan combine milk and flour. Cook and stir over medium heat until thick and bubbly. Cook and stir 2 minutes more. Remove from heat, cool.
• In a large bowl beat softened butter with an electric mixer on medium to high speed for 30 seconds. Beat in confectioners' sugar until fluffy. Beat in vanilla. Beat in cooled milk mixture, one large spoonful at a time, into the mixture. Beating on high for one minute or until filling is smooth and fluffy.