1To make the cakes: Prepare mix as directed on package except using only 3/4 cup of water. Drop batter onto greased cookie sheet (or use parchment paper to line pan) in 2 1/2 to 3 inch circles. Bake until toothpick inserted in center comes out clean. Let cool.
2To make the filling: In a saucepan, combine milk and flour and cook, stirring constantly until it forms a thick paste. Let cool.
3In a medium bowl, beat sugar and shortening until fluffy. Add vanilla. Add cooled flour mixture and beat until double in volume.
4Turn the little cakes over on their backs. Spoon a dollop of filling onto half of the little cakes. Place the other half of the cakes on top of the filling to form sandwiches.
Footnotes
Tip
Parchment can be used for easier cleanup/removal from the pan.