Preheat oven to 350 degrees F (175 degrees C). Grease two baking sheets.
Sift together flour, 1/3 cup cocoa, baking soda and salt, set aside.
In a medium bowl, cream together shortening, 2/3 cup white sugar and brown sugar with electric mixer. Beat in egg, and mix until light and fluffy. Beat in water and vanilla until smooth. Fold in flour mixture. Continue to work with hands to form a smooth dough. Divide dough into 4 equal portions, and press each portion into a 7 inch circle on a baking sheet.
Bake 12 to 15 minutes in the preheated oven, or until set. Cool completely.
For the filling, combine cream, 1/2 cup sugar, 1/3 cup cocoa, 1 teaspoon vanilla and instant coffee in a large bowl. Cover and chill in refrigerator 30 minutes. Then whip cold cream mixture with an electric mixer until stiff peaks form. Spread 1/4 of filling on each cookie. Stack cookies. Chill 8 hours before serving.