Step 1

Preheat oven to 400°. Cream shortening and brown sugar until light and fluffy, 5-7 minutes. Add eggs, 1 at a time, beating well after each addition. Beat in vanilla. In another bowl, whisk the next 6 ingredients; beat into creamed mixture alternately with pumpkin.

Step 2

Drop by rounded tablespoonfuls 2 in. apart onto greased baking sheets; flatten slightly with the back of a spoon. Bake 10-11 minutes. Remove to wire racks to cool.

Step 3

For filling, combine flour and salt in a small saucepan. Gradually whisk in milk until smooth; bring to a boil over medium-high heat. Reduce heat to medium; cook and stir until thickened, about 2 minutes. Refrigerate, covered, until completely cooled.

Step 4

In another bowl, beat shortening, confectioners' sugar and vanilla until smooth. Add chilled milk mixture; beat until light and fluffy, about 7 minutes. Spread on the bottoms of half of the cookies; cover with remaining cookies. Store in the refrigerator.