Old-Fashioned Whoopie Pies

Preheat and prep: Preheat oven to 400°F (200°C). Grease 2 large baking sheets or line with parchment paper.
Cream: In a large mixing bowl, beat the shortening and sugar until light and fluffy. Scrape down sides as needed.
Add wet ingredients: Beat in eggs, one at a time. Then add buttermilk and vanilla, mixing until mostly combined (the mixture might look curdled—that's okay).
Mix dry ingredients: Sift flour, cocoa powder, and salt together. Add to the wet mixture and gently fold together, keeping the mixture a bit marbled for now.
Activate leavening: In a small bowl, stir together hot water and baking soda until mostly dissolved and lightly foamy. Add this mixture to the batter and fold just until smooth and combined.
Scoop and bake: Drop batter by rounded tablespoons onto prepared sheets, spacing 2 inches apart. Bake 8 minutes, or until tops spring back when touched.
Cool: Let cookies cool on the baking sheet a few minutes before transferring to wire racks to finish cooling completely.
Make filling: In a clean bowl, beat shortening, powdered sugar, and flour on low until blended. Add milk, egg whites, and vanilla; increase speed to medium and beat until thick, smooth, and fluffy (soft peaks).
Assemble pies: Spread or pipe a heaping spoonful of filling onto the flat side of half the cookies. Top with the other halves and press gently to sandwich.