Preheat oven to 350°F. Line a baking sheet with parchment paper. Set aside. In medium bowl, whisk together dry ingredients. In large bowl, or bowl of stand mixer, cream together butter and sugar until thick paste forms, use medium high speed. With the mixer running, add eggs in a slow and stream. Stop mixer. Scrape down the sides and bottom of the bowl. Turn mixer on, mix to combine, about 30 seconds.

Add half the dry ingredients. Mix until thoroughly incorporated. Stop mixer. Add pumpkin and vanilla extract. Turn mixer on to medium. Mix until combined. Once again, turn off mixer. Add remaining dry ingredients. Turn on mixer, mix until a thick batter forms.

Drop batter, about 1/4 cup each, onto prepared baking sheet. Whoopie pies spread during baking. Be sure to space each cake about two inches apart. Bake until cakes are golden brown, aromatic, and firm to the touch, about 20 minutes.

Remove pan from the oven. Allow cakes to cool on the pan for five minutes before transferring the cakes to a wire rack to cool completely. (Use a metal spatula to transfer the cakes.)

While cakes cool, prepare the filling. For the marshmallow filling: In a medium bowl, cream together the butter and vegetable shortening until light and fluffy. (Use high speed on a handheld mixer or medium-high speed on a stand mixer.) Add the powdered sugar and beat until combined. Add the marshmallow creme and vanilla extract. Mix until fluffy. For the cream cheese filling: Cream together cream cheese and butter in a medium bowl until light and fluffy, about 45 seconds. Add powdered sugar, vanilla, and milk. Mix to combine. Filling should be fluffy. It it's too thick, add another teaspoon of milk to thin.