Preheat oven to 325.
In a large bowl, beat shortening until light. Add baking soda, salt and peanut butter, and beat well together.
Gradually add the sugars, creaming well. Then add beaten egg, and finally the flour.
Roll into small balls, about 1/2 teaspoon of dough per ball.
Place on ungreased cookie sheet. With a fork, press each cookie 2 times, making a criss-cross pattern.
Bake for 18-20 minutes. Do not overtake.
Remove baked cookies and allow to cool.
For half of the cookies, place a dab of Hell Fire Pepper Jelly on top. Top with another cookie to make the "sandwich."
On the top of the sandwich, put another dollop of Hell Fire Pepper Jelly and a peanut.
Make 36 small cookie sandwiches.