Step 1: Preheat your oven to 350°F (175°C) and line baking sheets with parchment paper.
Step 2: In a medium bowl, whisk together the flour, cocoa powder, baking soda, and salt. Set aside.
Step 3: In a large mixing bowl, beat together the shortening and sugar until light and fluffy (about 3-4 minutes).
Step 4: Add the whole egg, egg yolk, and vanilla extract. Beat until well combined.
Step 5: Mix in the buttermilk and hot water until fully combined.
Step 6: Gradually add the dry ingredients to the wet mixture, mixing until just combined.
Step 7: Scoop rounded tablespoons of batter onto the baking sheets, leaving space between each blob. Bake for 10-12 minutes until set.
Step 8: Let the cookies cool on the baking sheet for 5 minutes, then transfer to a cooling rack.
Step 9: In a clean bowl, beat together the marshmallow fluff, shortening, powdered sugar, salt, and vanilla until smooth.
Step 10: Turn half of the cookies upside down, spread filling on the flat side, and top with another cookie.
Step 11: Enjoy your delicious Chocolate Gobs right away or let them sit to meld flavors.