You will need the old-fashioned one-piece wooden clothespins to make this recipe.
1 pound shortening, divided
3 cups all-purpose flour
2 tablespoons granulated sugar
2 egg yolks
1 1/4 cups water
1 cup milk
4 tablespoons all-purpose flour
1/2 pound butter
2 cups confectioners' sugar
6 tablespoons Marshmallow Creme
1 teaspoon vanilla extract
Beat together egg yolks and water. Cut 1/4 cup shortening into flour and sugar and add the egg yolks and water and mix as for pastry. Refrigerate for 1 hour.
Roll dough out and spread with 1/4 of the shortening. Do this three times.
When it is time to roll out and bake, work with 1/4 of the dough at a time. Cut into about 8-inch strips and wind loosely around clothes pins and bake at 425 degrees for 5 minutes and then at 375 degrees F for 10 minutes. Let cool only about 2 minutes and work gently off pin as cookies are crisp and easy to break.
Filling: Cook until thick the milk and flour. Let cool. Cream together butter, confectioners' sugar, Marshmallow Creme and vanilla extract. Add milk mixture to creamed mixture. This recipe will fill over 100 cookies. The filling can be tinted any color you desire. Use a pastry tube to fill cookies.