Preheat oven to 350 degrees. Line 2 baking sheets with parchment paper and set aside.
In the bowl of an electric mixer fitted with the paddle attachment or using a handheld mixer, beat the shortening and egg together for about 3 minutes on medium speed until light and fluffy. Add the egg and continue to beat for another minute until everything is well combined.
Reduce the mixer speed to low and begin to incorporate the flour mixture into the wet ingredients. Pour the vanilla into the buttermilk and alternate adding the flour and buttermilk/vanilla into the flour, ending with the last of the buttermilk. Beat on low until everything has been well combined.
Using a small ice cream scoop or about two tablespoons as a guide, drop small dollops of batter a few inches apart on baking sheets. Bake for about 6 minutes until the cakes are puffy (so gorgeous but don't eat them yet--they have to cool first!). Set aside and make the filling below!.