In a food processor, or bowl of an electric mixer, thoroughly mix the flour, cocoa, baking soda and powder, salt, and sugar. While pulsing, or on low speed, add the butter, and then the egg. Continue processing or mixing until dough comes together in a mass.
Take rounded teaspoons of batter and place on a parchment paper-lined baking sheet approximately two inches apart. I used a mini scooper to form the cookies. Make sure to follow directions here, or you'll end up with cookies that are way too big. With moistened hands, slightly flatten the dough. Bake for 9 minutes, rotating once for even baking. Cool completely.
To make the cream filling, place butter and shortening in a mixing bowl, and at low speed, gradually beat in the sugar and vanilla. Turn the mixer on high and beat for 2 to 3 minutes until filling is light and fluffy.
To assemble the cookies spread a bit of the filling onto the bottom of the cookie (flat side). You may use a pastry bag with a 1/2 inch, round tip, to fill the cookies, but I think spreading the filling on works just as well. Place another cookie, equal in size to the first, on top of the cream. Continue until all of the cookies have been sandwiched with cream. Store in a sealed container.