1Preheat oven to 350 degrees F (180 degrees C). Grease cookie sheets.
2To Make Cookie: Cream together 1 cup shortening, 2 cups sugar, 2 eggs, and 1 teaspoon vanilla.
3Sift together 4 cups flour, 1 cup cocoa, and 1 tsp salt. Add alternately to cream mixture with sour milk. Add 3 tsp baking soda to hot water and stir into mixture.
4Drop on cookie sheet and bake for about 7-10 minutes.
5To Make Filling: Cream together egg whites, 1 T vanilla, powdered sugar, 4 T flour, 4 T milk and 1 1/4 cup shortening.
6Beat together until fluffy. Spread between flat sides of cookies.