1. Preheat oven to 375F.
2. In a mixing bowl, combine flour, baking soda, cocoa and salt; set aside.
3. In a separate bowl, combine sugar, shortening, and applesauce/baking powder mixture.
4. Beat the applesauce mixture for about 2 minutes using something electric.
5. Add the dry ingredients from the first bowl into this mixture.
6. Add milk & warm water.
7. Beat at medium speed for 2 to 3 minutes. Add vanilla and beat again until mixture is thoroughly blended, it will be pretty thick.
8. Drop by rounded tablespoons onto ungreased non-stick cookie sheets. Try to get the mounds as round on top as possible.. as this will greatly affect the aesthetic nature of your cookie sandwiches. I think a small ice cream scoop would be perfect for this task.
9. Bake for 10 to 12 minutes or until center of cookie springs back when lightly pressed. These cookies will be very cake like in texture.
10. Remove from cookie sheets and cool on wire racks or white paper towels. Cool completely before spreading the peanut butter filling.
Part II: Peanut Butter Filling
What You Need:
1. Blend fat and peanut butter.
2. Add confectioners' sugar and milk (a few tablespoons at a time. )
3. Beat with an electric mixer at medium speed to blend ingredients, add more milk if needed, then beat at high speed until light and fluffy.