Preheat oven to 350°F Lightly grease baking sheets.
In a large bowl, cream together shortening, sugar, and egg. In another bowl, combine cocoa, flour, baking powder, baking soda, and salt.
In a small bowl, stir the vanilla extract into the milk. Add the dry ingredients to the shortening mixture, alternating with the milk mixture; beating until smooth.
Drop batter by the 1/4 cup (to make 18 cakes) onto prepared baking sheets. With the back of a spoon spread batter into 4-inch circles, leaving approximately 2 inches between each cake. Bake 15 minutes or until they are firm to the touch. Remove from oven and let cool completely on a wire rack.
Make Whoopie Pie Filling: beat together shortening, sugar, and fluff, stir in vanilla extract until well blended.
When the cakes are completely cool, spread the flat side (bottom) of one chocolate cake with a generous amount of filling. Top with another cake, pressing down gently to distribute the filling evenly. Repeat with all cookies to make 9 pies. Wrap whoopie pies individually in plastic wrap, or place them in a single layer on a platter (do not stack them, as they tend to stick).
To freeze, wrap each whoopie pie in plastic wrap. Loosely pack them in a plastic freezer container and cover. To serve, defrost the wrapped whoopie pies in the refrigerator.