Preheat oven to 375º F and grease a couple of cookie sheets.In a medium bowl, combine flour mix, gum, cocoa, baking soda, baking powder, and salt.
Combine the sugar and butter until fluffy. Add egg to butter mixture.
Slowly add dry ingredients to butter mixture, blending well with a spoon. If the dough is too thick, add a little milk. You want the dough to be thick enough to roll into balls, but it needs to be fairly sticky.Roll your dough into small balls and place on cookie sheets. How big is up to you. I did mine about 1/2 an inch. You might need to wet your hands to keep the dough from sticking to you.
Dip the bottom of a glass or cookie stamp in flour, and press the balls of dough flat. Keep dipping your glass in flour to keep the dough from sticking.
Bake for 9 to 12 minutes. Allow to cool for about 5 minutes in the pans, and then move to cooling racks.
Make the filling by combining shortening, confectioners’ sugar, and vanilla.
When the cookies are cooled, swipe some filling on the bottom of a cookie with a butter knife, and place another cookie on top to make a sandwich.