*Butter can be substituted for vegetable shortening.
For cookies: Preheat oven to 375 degrees. Set rack in middle of oven. In mixing bowl, thoroughly mix flour, cocoas, baking soda, baking powder, salt and sugars. On low speed, add butter then add egg. Continue mixing until dough comes together in a mass (about 3 min.). Place 2 tsp. batter at a time on a parchment-lined baking sheet about 2 inches apart. Use the bottom of a glass to slightly flatten dough. Bake for 9 min., rotating once. Set on baking racks to cool. For filling: Mix butter and shortening on low speed, gradually beating in the sugar and vanilla. When combined, turn mixer on high and beat for 2 to 3 min. until light and fluffy. To assemble cookies, put filling in a gallon-sized zip top bag. Squeeze all filling to one corner, and cut off the corner of bag. Pipe about 1 tsp. of filling into the center of one cookie then sandwich with another cookie.