1. To make the cookies, whisk flour, cocoa powder, and spices together. Set aside.
2. In a large bowl, cream butter and sugar for several minutes until combined and fluffy. Beat in eggs, then vanilla, scraping down sides and bottom of bowl.
3. On low speed, add flour mixture in three additions. Scrape bottom and sides of bowl as needed. Once combined, divide dough in roughly half, wrap in plastic wrap, and press into discs. Refrigerate 45 minutes.
4. Line cookie sheets with parchment. Heat oven to 350°F.
5. Combine flour and cocoa to dust rolling surface, rolling pin, and cookie cutter. Roll dough to 1/4”.
6. Cut with a 2” round cookie cutter and place on prepared sheet. Freeze shapes for 5-10 minutes before baking. (Place dough back in fridge between batches.)
7. Bake for 9 minutes. Let stand on cookie sheet for 1 minute, then remove to cooling rack. Let cookies cool completely.
8. To make the filling, beat shortening and pumpkin together until smooth. Mix in vanilla. On low speed, add powdered sugar, 1/2 cup at a time, scraping down bowl as needed. Once combined, increase speed to medium and beat 1 minute more.
9. To assemble, use a barely heaping teaspoon of filling (use more if using a larger cutter) to sandwich between two cookies, pressing down slightly. You’ll have leftover filling. Chill cookies to set; bring to room temperature before serving.