These cookies are very rich, almost like a cupcake, so I suggest saving this recipe for a special occasion or a rainy afternoon. The cookies are best the day you bake them; if you keep them for too long they will become a bit gummy and soft. They would also be perfect with cream cheese frosting in the middle, or on their own, sprinkled with a dusting of powdered sugar.
In the bowl of a stand mixer fitted with a whisk attachment, combine the egg white, milk, vanilla extract, and 1 cup of the powdered sugar, then mix on high speed until the mixture is creamy and light. Add shortening and remaining cup of sugar, and whip on high speed until very light, about 8 to 10 minutes. Set aside.
Preheat the oven to 325°F. and line a baking sheet with parchment paper.
For the Cookies:
In a large bowl, blend together brown sugar and oil with a spoon until well combined. Add pumpkin, eggs, and vanilla and continue to stir until smooth.
Sift together flour, salt, baking powder, baking soda, and spices, and then add to the wet ingredients, stirring only until combined (be careful not to over mix).
For best results, spoon batter into a piping bag with a large tip and pipe mounds of batter (about 1 tablespoon each) of batter onto the lined sheet tray, about 3 inches apart. (If you don't have a piping bag, use two large spoons and space the batter in the same way.)
Bake cookies for about 10-12 minutes, until they begin to turn golden. Let cool completely before sandwiching cookies together with the filling.
Cookie sandwiches will keep in a sealed plastic container at room temperature for a few days.