Chocolate "Oreo" Sandwich Cookies

1 package (454g) Mina's Purely Divine Chocolate Cake Mix
1/2 cup non-hydrogenated shortening
3 Tablespoons Coconut, Almond or Soy milk
2 Tablespoons water
  Put all ingredients in mixer and mix until dough clumps completely together
  * This may take a couple of minutes
  Roll out into logs 1 1/2 - 2 inches in diameter
  Chill in refrigerator 3 hours or in freezer 15 minutes
  Slice very thinly, and place on parchment paper lined cookie sheet
  Bake 10 minutes at 375 degrees
  Filling: combine 3 cups confectioners’ sugar and 3-4 Tablespoons water
  Use piping bag or sandwich bag with tip cut to pump filling on half the cookies
  Top with remaining cookies