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COOKIES:
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Preheat oven to 350u00b0F.
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Lightly grease (or line with parchment paper) two baking sheets.
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Cream together sugar, shortening, butter, salt, spices, baking powder, baking soda, and vanilla extract in large bowl.
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Add in the eggs and milk, beating until smooth but not fluffy.
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Stir in the flour and oats.
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Drop the stiff batter by the tablespoonful onto the prepared baking sheets.
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Bake for 8 to 10 minutes, until the cookies are set and not wet in the center.
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Remove from oven and let cool 5 minutes on the pan. Transfer to a rack to cool completely.
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FILLING:
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Add 3/4 cup of the water into the bowl of an electric stand mixer.
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Sprinkle gelatin on top and let soften for 5 minutes.
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In a medium saucepan set over high heat, bring remaining 3/4 cup water, the granulated sugar, corn syrup, and salt to a boil.
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Cook, whithout stirring, until the mixture reaches soft-ball stage (234u00b0F to 240u00b0F), approximately 10 minutes.
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Attach the mixer's whisk. Using the low speed setting, beat the hot syrup into the gelatin mixture. Gradually increase the speed to high and beat until soft peaks form, 3 to 5 minutes. Beat in the vanilla.
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While waiting for the marshmallow to finish beating, line up half the cookies, flat side up, so you can spread them with frosting quickly.
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Spread half the cookies with a generous 2 tablespoons marshmallow. Top with the reamining cookies.
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You may wrap the pies individually, or store in an airtight container.