Preheat oven to 350 degrees. Place the flour, cocoa, baking soda and salt in a bowl, mix to combine and set aside. Cream together the 1/2 Cup shortening with the granulated sugar with a hand mixer (or stand mixer) on medium speed for 3 minutes. Add in the eggs, 1 tsp vanilla extract, and beat for an additional minute until combined. On low speed, mix in 1/3 the flour mixture and combine thoroughly. Add in the milk and combine. Add in another 1/3 of the flour, mix to combine. Add in the hot water, mix to combine. Finally, add in the remaining flour and thoroughly mix. Use a spatula to scrap down the sides of the bowl between additions.
Place tablespoon sized dollops on to parchment or silicone lined baking sheets. Bake for 8-9 minutes until cookies look set. Place baking sheet on wire rack for 5 minutes to cool. Place cookies directly on wire rack to cool completely.
While the cookies are cooling, make the filling. Cream together the cream cheese and butter until combined. Add in the remaining ingredients and whip on medium speed for 3 minutes until fluffy. Spread filling evenly on the cookies or use a piping bag. Top with another cookie, serve and enjoy!