Preheat the oven to 350. Line a cookie sheet with foil; grease foil well.
Make the cookies: In a medium saucepan, combine the sugar, butter and corn syrup. Cook the mixture over low heat until the butter melts; remove from the heat.
Mix the flour and ginger in a bowl. Add to the butter mixture, stirring well. Stir in the liqueur, if desired. Drop the batter by rounded teaspoonfuls, 3 to 4 inches apart, onto the prepared cookie sheet. (Bake only 2 or 3 cookies at a time; you must form the cones quickly before they cool.) Bake until the cookies spread and are bubbly and golden brown, 9 to 10 minutes.
Working quickly, gently lift each cookie off the sheet with a spatula and wrap around the greased handle of a wooden spoon. (If a cookie gets too brittle to roll, return to the oven for 1 minute.) Once set, slide the cookie off the handle and cool on a wire rack.
Make the filling: Using a mixer, cream the shortening and butter in a bowl. Add the sugar and beat well. Add the egg white and vanilla; beat thoroughly. Add the hot milk, 1 tablespoon at a time, and beat until creamy. Scrape into a pastry bag fitted with a star tip and fill the cookies.
Photograph by Miki Duisterhof
Recipe courtesy Paula Deen for Food Network Magazine