Combine butter and shortening in your mixer's bowl and, at low speed, gradually beat in the powdered sugar, orange zest, orange juice and vanilla; beat until blended.
Turn the mixer on High and beat for 3 minutes, or until smooth and fluffy.
Using a pastry bag or a teaspoon, pipe about a tablespoon size of filling onto half the Jaffa Cakes.
Cover with the remaining cookies on top of the filling and lightly press to form sandwiches.
Spread the shredded coconut on a shallow plate and roll each cake in the coconut so to cover the sides.
Arrange cakes on a serving platter and let stand, lightly covered with a kitchen towel, for 2 hours.
Calories: 105 kcal | Carbohydrates: 13 g | Protein: 0 g | Fat: 5 g | Saturated Fat: 3 g | Cholesterol: 5 mg | Sodium: 17 mg | Potassium: 15 mg | Fiber: 0 g | Sugar: 12 g | Vitamin A: 60 IU | Vitamin C: 0.7 mg | Calcium: 3 mg | Iron: 0.2 mg | Net Carbs: 13 g
Nutritional info is an estimate and provided as courtesy. Values may vary according to the ingredients and tools used. Please use your preferred nutritional calculator for more detailed info.