Preheat oven to 375 degrees Fahrenheit. In the bowl of an electric mixer, mix together cake mix, vanilla, shortening and eggs. Scoop into 1 1/2" balls and place a few inches apart on a lightly greased or baking mat-lined cookie sheet. Bake for 9 minutes.

Allow them to cool for a few minutes before removing them to a cooling rack to cool completely.

Prepare frosting by creaming together cream cheese, butter, pumpkin pie spice, powdered sugar, vanilla extract and pumpkin until creamy and well blended. Frost sandwich cookies. Store in an air-tight container.