1 (.25 ounce) envelope unflavored gelatin
1/4 cup cold water
1 cup shortening
5 cups confectioners' sugar
1 teaspoon vanilla extract
Soften unflavored gelatin in cold water; set in heatproof cup in pan, simmering until clear. Let cool.
Cream together shortening, confectioners' sugar and vanilla extract. Add cooled gelatin mixture. Beat for 10 minutes. Put a spoonful onto one cookie. Top with another cookie, then press cookies gently together to spread the filling.