Preheat oven to 375.
With a mixer, or an extremely strong arm mix the flour, cocoa, baking soda and powder, salt, and sugar.
Add the butter, and then the egg. Continue mixing until dough comes together in a mass. It will be very thick. YOU MAY NEED TO ADD A LITTLE WATER TO MAKE THE DOUGH STICK TOGETHER. Just add a tiny bit; It needs to be very stiff.
Place small rounded spoonfuls of batter (think about a TBl)on a parchment or foil-lined baking sheet about 2 inches apart. Slightly flatten the dough with the heel of your hand. The cookies will spread very very slightly when baked, so you can fit more than your standard dozen on a sheet.
Bake for 8-9 minutes. Transfer paper or foil sheets with cookies on a rack to cool.
FILLING: Cream butter and shortening (or coconut oil) in a mixing bowl, and gradually beat in the sugar and vanilla. Beat for 2-3 minutes until filling is light and fluffy.
ASSEMBLY: Spoon or pipe filling into the center of each cookie and press together.
Enjoy with a tall glass of milk.
NOTE: You can use vegetable shortening, coconut oil, or even regular butter in the filling. If you use all butter, your filling may 'melt' with time in a room temperature situation. Both shortening and coconut oil will make the filling stable.
NOTE: Black cocoa (which is extra alkaline) gives the cookies the extra dark, black color that our childhood favorites were. You can find this in speciality food stores or order it very cheaply online. If that's too much trouble (although I'll vouch that it's worth it) you can simply replace it with regular dutch processed cocoa for a 'browner' rather than 'black' cookie.