Mix peanut butter, confectioners' sugar, and vanilla extract together in a small bowl until smooth.

Spread about 1 teaspoon peanut butter mixture atop each of 30 vanilla wafer cookie and top with another cookie to make 30 sandwiches.

Mix chocolate chips and shortening together in the bowl a double-boiler, cooking and stirring until the chocolate is melted and the mixture is smooth, 5 to 7 minutes; remove from heat.

Line baking sheets with waxed paper. Dip each cookie sandwich in melted chocolate to coat and place onto waxed paper.

Refrigerate cookies until the chocolate hardens, 15 to 20 minutes.