FOR THE COOKIES: Cream together sugars and shortening. Add eggs, blend and add molasses and milk with soda. Mix well then add dry ingredients and blend together. Chill a couple hours, shape into balls then roll into sugar if desired, place on cookie sheet and bake at 350 for 8-10 minutes or until set.
FOR THE FILLING:
Cream together cream cheese and butter, add powdered sugar and vanilla. Spread between two cookies, sandwich style.
Recipe by Amish 365 at https://www.amish365.com/30313-2/