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For the cookies:
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Preheat the oven to 350 F.
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In a large bowl with an electric mixer, cream together the sugar and butter until light and fluffy. Add the eggs, one at a time until incorporated. Add the oil, vanilla extract and anise extract. Mix well.
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Add the flour, cocoa powder, baking soda, baking powder, salt, and black paste food coloring. With the mixer running on low, drizzle in the milk and mix until smooth, scraping down the sides as necessary.
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Drop batter by rounded spoonfuls onto a parchment lined baking sheet leaving an inch or two between each. For uniform cookies, I prefer to use a 1 ounce size ice cream style scoop. Bake for 10 minutes. Remove from the oven and cool on wire racks.
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For the buttercream filling:
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In a medium bowl, cream together the butter and shortening. (You can use all butter instead of half each of butter and shortening if you prefer.) Add vanilla and anise extract. Add icing sugar and with the mixer on low speed, slowly drizzle in the milk. Turn the mixer to medium speed and mix until light and fluffy. Add your desired amount of orange food coloring and mix until the icing is uniform in color.
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Once the cookies are cooled, use a pastry bag (or a knife) to spread a fairly thick layer of filling on the bottom of one cookie and then top with another cookie. Repeat until you've assembled all the sandwiches.
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Adapted from a recipe for Whoopie Pies by Moody's Diner on Food Network.
