1/2 cup shortening (I haven't experimented with substituting butter, but I will next time)
1 cup granulated sugar
1 teaspoon vanilla extract
1 cup unsweetened cocoa powder
2 cups flour
1-1/2 teaspoons baking soda
1/2 teaspoon baking powder
1/2 teaspoon salt
1 cup milk
Filling (recipe follows)
Preheat oven to 425 F.
Thoroughly mix the shortening, egg, sugar and vanilla.
In a separate bowl, combine flour, baking soda, baking powder and salt. Add to wet mixture. Mix in milk. Batter should be very thick.
Place rounded tablespoonfuls of batter 3 inches apart on parchment-lined baking sheets. Bake 7 - 8 minutes. Let cool on baking pan for 5 minutes, then remove to rack and cool thoroughly.
2 large egg whites
1/2 cup sugar
1/4 cup light corn syrup
2 tablespoons water
1 teaspoon pure vanilla extract
Combine filling ingredients with a pinch of salt in a metal bowl set over a saucepan of simmering water and beat with a handheld electric mixer at high speed until filling is thick and fluffy, 6 to 7 minutes. Remove bowl from heat and continue to beat until slightly cooled.
Mound filling on flat side of cake; cover with a second cake.
I refrigerated the finished devil dogs, which helped to set up the filling. Make sure to place waxed paper between layers of devil dogs.