1 (.25 ounce) envelope unflavored gelatine
1/4 cup cold water
1 cup shortening
5 cups confectioners' sugar
1 teaspoon vanilla extract

Soften unflavored gelatine in cold water; set in heatproof cup in pan, simmering until clear. Let cool.

Cream together shortening, confectioners' sugar and vanilla extract. Add cooled gelatine mixture. Beat for 10 minutes. Put a spoonful onto one cookie. Top with another cookie, then press cookies gently together to spread the filling.