Preheat oven to 350°F and line two baking sheets with parchment paper.
Whisk together flour, cocoa powder, baking soda, and salt in a medium bowl until no clumps remain.
Beat softened butter and granulated sugar on medium speed for 2-3 minutes until light and fluffy, scraping down the sides as needed.
Beat in the egg and vanilla extract until smooth and slightly lighter in color.
On low speed, add the dry ingredients in three additions, alternating with buttermilk, starting and ending with dry. Mix just until combined.
Using a cookie scoop, drop 24 evenly sized mounds onto the prepared baking sheets, spacing them 2 inches apart.
Bake for 10-12 minutes until cookies spring back when touched. Cool on the sheet for 5 minutes, then transfer to a rack to cool completely.
Beat marshmallow fluff, powdered sugar, and vegetable shortening until smooth and fluffy, about 2 minutes.
Match cookies into pairs. Spread or pipe filling onto the flat side of one cookie, top with the second, and press gently to spread to the edges.