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Preheat the oven to 350°F. Grease two baking sheets, or line them with parchment.
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To make the cookies: Beat together the shortening, sugar, egg, and vanilla.
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Combine the dry ingredients. Mix into the shortening mixture alternately with the milk, stirring until well combined. Stir in the cinnamon chips.
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Drop the batter by heaping teaspoonfuls onto the pans.
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Bake the cookies for 10 to 13 minutes, until firm to the touch. Cool for 5 minutes, then roll their tops in the cinnamon sugar.
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To make the filling: Beat the meringue powder and water until foamy.
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Beat in the sugar and flavor until blended.
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Add the butter, beating until fluffy.
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Working with completely cool cookies, spread a heaping teaspoonful of filling on the flat side of half the cookies. Top with the remaining cookies, flat side towards the filling.
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Storage information: Store whoopie pies for several hours at room temperature; refrigerate leftovers, covered, for up to 3 days. Whoopie pies are best served at room temperature, so let them sit at room temperature for 20 to 30 minutes before serving.