Melt butter in a saucepan. Remove from heat, and mix in molasses. Let cool.
Sift all dry ingredients together.
Once the butter mixture has cooled enough so you don’t cook the egg, add the egg and mix.
Combine the wet and dry mixtures and stir until thoroughly combined. Cover and refrigerate until firm- thirty minutes or so.
While the dough is firming you can mix up the filling. In a stand mixer cream together the butter and shortening, add the zest and grapefruit juice. Combine thoroughly, scrape down the bowl if necessary and then slowly add the confectioners sugar and beat on high until the mixture is smooth and fluffy.
Roll the dough into 1-inch balls, then roll in sugar and place 2 inches apart on un-greased baking sheet, then flatten the dough with your fingers or a fork. For a smaller crisper cookie you can roll the dough into a log, refrigerate, and then cut into ¼ inch thick discs.
Bake for 9-10 minutes–or until the bottoms of the cookies are just brown. The disc cookies will be darker and crisper if baked for 9-10 minutes; the larger cookies will still be soft in the center after cooling. Cool on baking sheets for 5 minutes, then transfer to a wire rack to cool fully.
Once fully cooled, fill the cookies by either piping or spooning about a teaspoon of filling onto the center of the flat side of one cookie and then sandwiching together with a second cookie, pressing down to spread the filling to the edge.