To make whoopie pies: blend Crisco,milk,sugar,egg and vanilla together. In a bowl mix flour, cocoa powder, baking soda, and salt. Add the dry ingredients to the wet ingredients and blend well.
Drop by the small tablespoonful onto an ungreased cookie sheet—a tablespoon-sized bakery scoop works best. Bake exactly 8 minutes at 375 degrees, see if a toothpick comes out clean, and if it doesn’t, bake another 2 minutes (10 total). Upon extraction from the oven, remove from pan immediately to wire rack to cool.
Make filling: Beat with a mixer (stand or hand, your choice) "for-freakin-ever." It will start out just like, well, lumps of Crisco floating in milk, then bits will get smaller and smaller, then it’ll slosh around for a little bit, and, much like the butter making process, you’ll be wondering if this will ever become anything or if you maybe messed it up somehow. Suddenly, about five minutes later, your mix will look weird for a second, and within moments your slushy mess will turn into a glorious white creme, smooth and perfect in a way rarely seen outside the confines of uber-processed food with chemicals you can’t pronounce that are not even available to the consumer in their pure form.
Assemble: As soon as the whoopie cookies are cool, match each whoopie with its closest brother in size—even if yours didn’t all come out the same size, evenly matched whoopies will look much much nicer. Spread some filling on the flat side of one, then place the second on top. Repeat. This does not need to be done immediately before serving, as the filling tends to maintain its consistency surprisingly well, and some (like my mom) would argue that a day-old whoopie pie is even better than fresh. I like them all.