Cookies: Cream together shortening, sugar and vanilla. Add egg yolks and beat. Sift together dry ingredients ( flour,cocoa,baking soda and powder and salt). Alternately add milk and dry ingredients to creamed mixture.
Drop by spoonful on ungreased cookie sheet. Place on lower 1/3 of 350 oven for 5 minutes. Switch to upper third of oven rotating pan and bake an additional 5 mins. Let cool on rack. Once cool, match up similar sized cookies. (Andrew is an expert at this).
Filling: Beat egg whites until peaks form. (Don't over beat). Add confectionery sugar and beat, remember more is better as you want lots of filling. Add shortening, salt and vanilla and beat until smooth.
Fill paired cookies with a generous amount of filling. This is where you can decide how much you like. Don't worry if you run out of filling because you over did (according to Ron McKenna that is impossible) you can always fill with vanilla ice cream.
We refrigerate if they are going to be around for awhile but they will be fine left out at a party etc.