1Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets. Sift together the 2 cups flour, baking soda,1/4 teaspoon salt, cocoa and 1 cup sugar. Set aside.
2In a medium bowl stir together the egg, oil, 1 teaspoon vanilla and 3/4 cup of milk until well blended. Gradually stir in the sifted dry ingredients. Drop by tablespoonfuls onto the prepared cookie sheets.
3Bake for 10 to 12 minutes in the preheated oven, until firm. Allow to cool on baking sheet for 5 minutes before removing to wire racks to cool completely.
4To make the filling: In a medium saucepan, whisk together the 1/2 cup of milk and 2 1/2 tablespoons flour. Cook over medium-high heat, stirring frequently, until thick. Remove from heat set aside to cool. In a medium bowl, Beat together the shortening, 1/2 cup sugar, 1/2 teaspoon salt and 1 tablespoon vanilla. Stir in the cooked milk mixture and beat for an additional 20 minutes, until really fluffy. Sandwich filling between two cookies. ENJOY!!