In bowl beat shortening on medium to high speed 30 seconds. Add sugars, baking powder, baking soda, and salt. Beat until combined. Beat in egg and vanilla until combined. Beat in as much flour as you can. Stir in any remaining flour and oats. Shape dough into 1/2-inch balls. Place balls 2 inches apart on an ungreased cookie sheet. Flatten balls into 1-inch circles.
Bake in a 375 degree F oven 5 to 7 minutes or until edges are firm and bottoms are lightly browned. Transfer cookies to rack; let cool.
Spread bottom of half the cookies with a scant 1/2 teaspoon Cashew-Butter Filling. Place another cookie, top side up, on filling. If desired, spoon a little glaze on top and sprinkle nuts over glaze. Let stand until set. Cover and store in refrigerator up to 3 days or freeze for longer storage. Makes 78 sandwich cookies.
In a heavy small saucepan melt semisweet chocolate pieces and shortening over low heat, stirring mixture frequently.
In a bowl beat cashew butter and softened butter until fluffy. Slowly beat in powdered sugar and milk. Beat in additional milk, if needed, for spreading consistency.