Preheat oven to 450 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 5-6 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 marshmallow and shortening for 3 minutes. Add in the powdered sugar and vanilla, beat on medium high speed for 5 minutes until light and fluffy.
To assemble the pies, using a butter knife or utensil of your choice, put about 2-3 tablespoons on the filling on one cookie half. Top with another cookie then roll the outside filling in the TWIX® Bites crumbs. You can alternatively also gently press the cookies into the filling, this helps them stick a little better.