To bake the cookies:

1. Preheat oven to 350 °F.
2. In a large bowl thoroughly whisk the brown sugar, vegetable oil, pumpkin, and egg.
3. In another bowl mix the remaining dry cookie ingredients until uniform. Add 1/3 of the dry mix to the wet and whisk to combine. Now with a spatula, add another 1/3 of the dry mix and fold to combine, then repeat with the remaining dry mix.
4. Pumpkin purée can vary in moisture content; if the dough seems to be too loose (like a batter), add another ¼ c of flour and fold to combine. The finished dough should still flow somewhat and not hold its shape when scooped.
5. Refrigerate the dough for 15 minutes.
6. Line two baking sheets with parchment and, using a 1 oz disher, drop and equally-space 6 cookies on each sheet. Bake for 10 to 12 minutes until firmly set.
7. Transfer cookies to a wire rack to cool completely before proceeding.

To make the cream filling:

1. Add the milk to a small sauce pan, then whisk-in the flour. Continue whisking over medium heat until a paste begins to form. Remove from the heat and cool before continuing.
2. With a hand mixer blend the butter, shortening, sugar, and vanilla in a large mixing bowl. This step will take 10 to 15 minutes before the mixture becomes creamy and aerated and the majority of the sugar should be dissolved. Once the mixture can be described as "mostly creamy with a hint of crunch," add the milk-flour paste and continue blending for another 5 minutes to fully incorporate.
3. The cream filling is finished when light, fluffy, and no "crunch" of granulated sugar remains.

Assembly:

1. Sort the cookies into 6 pairs by matching their diameters.
2. For each pair, invert one cookie and drop 1 oz (use that same disher) of filling in the center of what is the bottom of that cookie. Place the other cookie right-side up on top and gently press until the cream filling is visible at the edge.