Preheat oven to 350 degrees F. Grease 2 baking sheets and set aside.
To make the cookies, in a large bowl using an electric mixer, cream together the sugar and 1/2 cup of the shortening. Add eggs and mix well.
Onto a sheet of waxed paper, sift together the flour, cocoa, baking soda and salt. Add to the wet ingredients, alternating with the buttermilk. Add 1 teaspoon of the vanilla and mix well. Drop by tablespoonfuls onto the prepared baking sheets. Bake until tester comes out clean, about 10 minutes.
Remove from the oven and cool on wire racks.
To make the filling, in a large bowl using an electric mixer, beat the egg whites until stiff. Add the remaining 1 1/4 cups of shortening and 1 tablespoon of vanilla, and mix well. Add the milk and sugar, and beat until smooth.
Lay half of the cookies flat on a work surface. Divide the filling among the cookies, spreading out to the edges. Top with the remaining cookies to form sandwich pies. Serve immediately, or cover tightly and refrigerate before serving.
Yield: about 2 dozen
*RAW EGG WARNING
The American Egg Board states: "There have been warnings against consuming raw or lightly cooked eggs on the grounds that the egg may be contaminated with Salmonella, a bacteria responsible for a type of foodborne illness.… Healthy people need to remember that there is a very small risk and treat eggs and other raw animal foods accordingly. Use only properly refrigerated, clean, sound-shelled, fresh, grade AA or A eggs. Avoid mixing yolks and whites with the shell…"