Preheat oven to 450F. Line two half-sheet pans with parchment paper and set aside.
In a medium bowl, sift the cocoa powder, flour, baking soda, baking powder, and salt. Stir to combine and set aside.
In a stand mixer with the paddle attachment, mix together the shortening and sugar until well combined on medium speed. Add the egg. Scrape down the sides. Add the milk and vanilla. Scrape down the sides.
Reduce the mixer to low and add the dry ingredients. Scrape down the sides and bottom to ensure all the ingredients are combined.
Scoop the batter onto the parchment lined sheet pans, one pan at a time. Prep the next pan when the first is out of the oven. Scoop Eight per sheet if using 1 1/2 oz scoop and twelve per sheet if using 1 oz scoop. The batter spreads quite a bit (see size note below) so if you need to make more batches to prevent them spreading together, please do.
NOTE: Using a 1 1/2 oz scoop makes 8 sandwiches about the size of a fast food hamburger on the bun. A 1 oz scoop makes 12 sandwiches about the size of a burger on a King's Hawaiian roll ... BD says it's the size of a slider, if that helps.
Bake one pan at a time for 6-7 minutes for the small size and 7-8 minutes for the larger size.
When they come out of the oven, remove immediately to a cooling rack. If you flip half over, they will flatten a bit on the bottom so the finished Whoopie Pies don't roll cattywampus.