Preheat oven to 375 degrees F. Line 2 large cookie sheets with parchment paper. In a large mixing bowl, cream together the shortening, butter and peanut butter. Add the white and brown sugars; stir until well blended. Scrape down sides of bowl. Add the vanilla and then the eggs, one at a time; beating well after each addition. In a medium bowl, combine the flour, baking soda and salt. Add gradually to the butter mixture; stirring until well blended.
Using a tablespoon or cookie dough scoop, form dough into 1 inch balls. Arrange dough balls 2 inches apart on prepared cookie sheets. Using the back of a fork, flatten & form a crosshatch design on top. Bake for 7-8 minutes or until just lightly golden brown. Remove from oven and cool on cookie sheets for 5 minutes. Transfer to wire racks and cool completely. Prepare the Peanut Butter Filling. Spread filling on half of the cookies and top with another cookie. Store in an air tight container.
PEANUT BUTTER FILLING: In a large mixing bowl, beat 1/2 c. peanut butter, confectioner's sugar, 1 tsp. vanilla extract and enough milk to achieve spreading consistency.