Whoopie Pies

Preheat the oven to 350 degrees F (180 degrees C). Grease cookie sheets.

To make the cookies: Beat sugar, shortening, and egg yolks together in a large bowl with an electric mixer until light and fluffy.

Sift flour, cocoa, baking powder, baking soda, and salt together in a separate bowl; add to shortening mixture in batches, alternating with milk, beating briefly after each addition until smooth. Stir in vanilla. Drop spoonfuls of dough 2 inches apart onto the prepared baking sheets.

Bake in the preheated oven until centers spring back when lightly touched, 10 to 12 minutes. Cool on the pans briefly, then transfer to wire racks to cool completely.

To make the filling: Beat confectioners' sugar, shortening, reserved egg whites, and salt together in a large bowl with an electric mixer until light and fluffy. Stir in vanilla.

Choose 2 cookies of the same size; spread a thick layer of filling on the flat side of one cookie; top with remaining cookie. Repeat with remaining cookies and filling.