Preheat your oven to 350°F (175°C).
In a bowl, whisk together flour, baking powder, and salt.
In a separate bowl, cream the butter and sugar until light and fluffy.
Add eggs one at a time, mixing well after each addition, followed by the vanilla extract.
Gradually add the dry ingredients to the wet mixture, alternating with the milk, mixing until just combined.
Divide the batter into greased Twinkie molds, filling them about two-thirds full.
Bake for 12-15 minutes, until golden and a toothpick inserted comes out clean.
Remove from the oven and let them cool in the molds for 5 minutes before transferring to a wire rack to cool completely.
While the cakes cool, prepare the filling by beating together the shortening, powdered sugar, and vanilla extract until smooth and fluffy.
Once cool, use a long, thin piping tip to fill each cake with the cream filling.
Serve and enjoy your homemade Twinkies!