Heat oven to 375 degrees. Beat egg, butter, shortening, vanilla and 1/2 dry cake mix until smooth. Stir in remaining cake mix. Divide dough into 4 equal parts. Roll each into 10x6 inch rectangle. Cut into 3 inches by 2 1/2 inch pieces. Bake on ungreased cookie sheet 6 to 8 inches. Prick lightly with fork. Cool.

Make into sandwiches. Wrap and freeze for 24 hours.