1. Preheat the oven to 325 degrees F. 2. In a large bowl, cream together the shortening and sugar with an electric mixer. 3. Add the egg, salt, and peanut butter and beat until well blended. 4. Put the oats in a blender and blend on medium speed until they are almost as finely ground as flour. 5. Add the oats and flour to the mixture and blend well.6. Pinch out small portions of dough and roll into 1-inch balls in the palm of your hand. Press these flat on ungreased cookie sheets so that they form 2-inch circles. If you're a stickler for a cookie that looks just like the original, you can form the dough into flat peanut shapes. 7. Bake for 8 to 10 minutes, or until light brown around the edges. 8. While the cookies bake, combine the filling ingredients in a small bowl. 9. When the cookies are cool, use a butter knife to spread a thin layer of filling on the flat side of a cookie and press another on top. Repeat. Makes 2 dozen cookies.