Martha made this recipe on Martha Bakes episode 402.
Preheat oven to 375 degrees. Sift flour, cocoa, baking soda, and 1/2 teaspoon salt into a medium bowl.
Beat shortening, sugars, and butter with a mixer on high speed until smooth, about 3 minutes. Add egg, and beat until mixture is pale and fluffy, about 2 minutes.
Reduce speed to low. Mix in flour mixture in 2 additions, alternating with milk and vanilla, beginning and ending with flour.
Drop mounds of dough (about 2 teaspoons each) onto parchment-lined baking sheets, spacing each 2 inches apart. Bake until cookies spring back when lightly touched with a finger, 12 to 14 minutes. Let cool on sheets set on wire racks for 10 minutes. Transfer cookies to racks, and let cool completely.
Transfer whipped ganache to a disposable pastry bag, and snip a 1/2-inch opening. Pipe ganache (2 to 2 1/2 teaspoons each) onto flat sides of half the cookies. Sandwich with remaining cookies, pressing gently.
Prepare the ganache when the cooled cookies are ready to be filled. Filled whoopie pies can be refrigerated for up to 1 day.