Preheat oven to 350*.
Blend cake mix,1/3 cup of water and the 2 tbs.of shortening in a bowl.Knead with your hands until it is pliable like dough.
Form dough into 3/4 inch balls and press flat, 1/2 inch apart, on a greased cookie sheets. Bottom of a glass works nice for this.
Bake at 325* for 4-6 mins. or until cookies are crunchy. I should think that you could put in fridge the dough in a cylinder shaped rolls for a couple of hours and slice 1/8 inch thick, as well.
Let Cookies cool on sheets.
Combine the remaining ingredients and mix well.
Form into balls about 1/2-3/4 inches in diameter (this is a preference thing in the U.S. and part of the great Oreo cookie debate!), again using your hands.
Sandwich one filling in the center of two cookies and carefully press down until the filling spreads almost to the edge. Makes 2 dozen cookies (4 dozen wafers).