Pre-heat oven to 350 degrees. Line a baking sheet with parchment paper. Set aside.
In a medium bowl, whisk together dry ingredients. In a large bowl of a cream together butter and sugar until thick.
Add eggs, one at a time and mix until incorporated, Scrape sides of the bowl as you are going along.
Add half of the dry ingredients. Mix until thoroughly incorporated. Add pumpkin and vanilla extract. Mix until combined. Add remaining ingredients and mix until a thick batter forms.
Using a small cookie scoop, (about 1 tablespoon sized scoop), place batter on cookie sheet covered with parchment paper, about 2 inches apart. Bake for 15 minutes, or until cakes are golden brown and firm to the touch.
While cakes cool, prepare filling. In a medium bowl, cream together the butter and vegetable shortening until light and fluffy. Use high speed on a handheld mixer. Add the powdered sugar and mix until combined. Add the marshmallow creme and vanilla extract. Mix until fluffy. Sandwich cooled whoopie pies together with marshmallow filling.