Prepare dough ahead of time to chill well.
For the dough:
1/2 cup shortening
1 cup sugar 2 eggs
2 tablespoons heavy cream
1 teaspoon vanilla
2 1/2 cups sifted all purpose flour
1/4 teaspoon baking soda
1/2 teaspoon salt
Mix together shortening, sugar and eggs. Stir in cream and vanilla. Sift dry items together and add to previous. Chill dough well for at least four hours.
Roll thin to 1/16" and cut into 3 inch rounds. Add filling and top with another round. Press shut with fork. With a sharp knife, cut out a small hole in the centre. Bake at 400 on greased cookie sheet about 8-10 minutes or until lightly browned.
Pineapple Filling:
1 cup sugar
4 tablespoons flour (or quick mixing flour like Wondra)
1 1/2 cups crushed pineapple, drained
4 tablespoons lemon juice
3 tablespoons butter
1/4 teaspoon nutmeg
3/4 cup pineapple juice
Mix sugar and flour together in a heavy pan. Add the rest. Cook over medium heat stirring constantly until thickened (five to ten minutes). Cool well before using to fill cookies.