In large bowl beat together first 1/2 c shortening and 1 c sugar on high until fluffy. Add the egg and egg yolk. Stir together flour, cocoa and salt, set aside. Dissolve baking soda in hot water; cool slightly. Add flour mixture alternately with soda mixture and buttermilk to creamed sugar mixture. Beat till well mixed. Drop batter by rounded tablespoons 2 inches apart onto ungreased cookie sheets. Bake at 350 degrees fahrenheit for 10-15 min.
To make filling-in a bowl combine powdered sugar, egg white and vanilla. Beat with mixer at low speed, gradually add butter and remaining shortening. Beat at high until light and fluffy.
Spread some filling on the bottom of one cookie and top with another cookie. Store in refrigerator or freezes well. Makes about 2 dozen "pies".