Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets.
In a large bowl, stir together the cake mix, eggs and shortening until well blended. Roll the dough into walnut sized balls. Place the cookies 2 inches apart onto the cookie sheet.
Bake for 8 to 10 minutes in the preheated oven. Allow cookies to cool on baking sheet for 5 minutes before removing to a wire rack to cool completely. Match up evenly sized cookies and sandwich them with the coconut pecan frosting.