Preheat oven to 350 degrees. Line with parchment paper.
Combine the oil and brown sugar and beat until light and fluffy.
Mix in the pumpkin.
Add eggs, one at a time, beating well after each addition.
Add the flour, salt, baking powder, baking soda, 1 teaspoon vanilla, cinnamon, and pumpkin pie spice; mix well.
Drop dough by heaping teaspoons onto the parchment-lined baking sheets.
Bake at 350 degrees for 10 to 12 minutes.
Remove from oven and let cookies cool on the pan; set aside while making filling.
Beat egg white and mix with the milk, 1 teaspoon vanilla and 1 cup of powdered sugar.
Mix well, about 2 minutes.
Beat in the shortening, softened cream cheese, and the remaining cup of powdered sugar. Beat until light and fluffy.
Make sandwiches from two cookies filled with Whoopie Pie Filling.