02Vanilla-Cream Filling: Put the butter and shortening in a mixing bowl and, at low speed, gradually beat in the confectioners' sugar and vanilla, until blended. Turn the mixer up to high and beat for 2 or 3 minutes more, until fluffy.03With a pastry bag fitted with a 1/2-inch tip, pipe teaspoon size blobs of filling onto the tops of half the cookies. Keeping the smooth bottoms of the cookies facing up, flip the remaining cookies on top of the filling and lightly press to form sandwiches.