In a bowl, cut butter into flour with hands, until a crumbly mixture forms. In a bowl, stir egg yolks and sugar into sour cream. Mix into flour mixture and knead until a dough forms. Wrap in plastic wrap and chill 2 hours or overnight.
Preheat oven to 375 degrees. Prepare and lightly grease metal ladylock pins or foil-covered wooden clothespins/dowel rods.
Divide dough into 3 equal portions. On floured flat surface, knead dough until smooth; then roll out to 1/4 inch thick. Cut into 1 in x 3 in long strips. Wrap each strip around prepared pins, overlapping slightly to seal. Place on prepared cookie sheets and bake until bottoms are slightly brown and tops are lightly brown. When baked, remove to cooling racks and while still hot, carefully, using an oven mitt, remove the pins from inside of the cookies. Cool cookies completely on racks for an hour.
To make filling: Combine flour and water in a saucepan and over medium-high heat, cook to a paste. Whisk to ensure a lump free paste. Let cool completely. In a mixer bowl, with a mixer, cream sugar, Crisco shortening and vanilla together until light and fluffy. Add totally cooled paste to bowl and beat until smooth and fluffy. With a pastry bag, fill cookies. Cookies must be kept refrigerated. When serving, dust with confectioners' sugar. Makes 7 to 8 dozen cookies. Enjoy!
Note: For the best texture, do not fill the cookies until just before serving. Otherwise they can get soggy in the fridge or freezer.