In a large bowl, cream the shortening, peanut butter and sugars until light and fluffy, about 4 minutes. Beat in eggs and vanilla. Combine the flour, baking soda and salt; add to creamed mixture and mix well., Shape into 1-in. balls and place 2 in. apart on ungreased baking sheets. Flatten to 3/8-in. thickness with fork. Bake at 375° for 7-8 minutes or until golden. Remove to wire racks to cool. , For filling, in a large bowl, beat the peanut butter, confectioners' sugar, vanilla and enough milk to achieve spreading consistency. Spread on half of the cookies and top each with another cookie.