Preheat the oven to 325F and have ready a large, ungreased baking sheet.
With an electric mixer, beat the shortening, salt, baking soda and peanut butter together. Beat in both of the sugars and the vanilla. Beat in the egg.
By hand or using the lowest speed of the mixer, stir in the flour. Using a rounded ½ teaspoon measure, scoop up dough and shape into small balls. Arrange the small balls on the baking sheet spacing about 1 1 ½ cinches apart. Using a damp fork, press the balls down and make criss-crosses. Bake the cookies for 12-15 minutes or until edges are brown and cookies appear done. Remove to a wire rack to cool.
When cookies are completely cool, sandwich a little peanut butter and some Hell Fire Pepper Jelly between two cookies. Repeat until you’ve made about 45 or 50 little sandwiches.