How to Make It
Prepare Cookies: Beat first 5 ingredients at low speed with a heavy-duty electric stand mixer until combined. Add butter, 1 Tbsp. at a time, and beat at medium speed just until blended after each addition.
Press dough together with fingers, and divide dough in half. Place each half between 2 sheets of parchment paper, and roll to 1/8-inch thickness. Chill 30 minutes.
Meanwhile, prepare Filling. Beat shortening and 1/2 cup butter at high speed 3 to 5 minutes or until smooth. Gradually add powdered sugar, beating until fully incorporated. Beat in salt and, if desired, vanilla. (Do not chill.)
Preheat oven to 350°. Remove and discard parchment paper from dough. Working quickly, cut dough with a 2-inch round cutter, and immediately place rounds on parchment paper-lined baking sheets. Reroll scraps, and chill 30 minutes before cutting.
Bake cookies on baking sheets at 350° for 6 minutes. Rotate baking sheets front to back, and bake 6 more minutes. Remove from oven to a wire rack, and cool 5 minutes. Transfer cookies to wire rack, and cool completely (about 10 additional minutes). Repeat process with remaining chilled dough.
Spoon filling into a zip-top plastic freezer bag. Snip 1 corner of bag to make a small hole. Pipe desired amount of filling onto 1 cookie, and top with another cookie to make a sandwich. Repeat with remaining filling and cookies.