I love this cookie. I have wanted to try this recipe for some time but I found making the pastry dough and horns a little intimidating. This recipe belongs to one of my mother's friends, who was kind enough to teach us how to make them. It was actually much easier than I had anticipated.
Step 1: For the dough: Mix flour and butter as you would pie dough. I used a pastry blender. Softened or room temperature butter will incorporate better into the flour.
Step 2: Add sour cream and buttermilk. Mix until blended. You may need to add a little more flour if dough is too sticky. I added an additional 1/2 cup of flour.
Step 3: Divide dough into four parts. Roll each part like a pie shell then fold all four corners to make a square wrap.
Step 4: Wrap each square in wax paper and refrigerate overnight. Next day, roll each square long about 24 inches long and 3 inches wide.
Step 5: Cut into strips approximately 1/2 inch wide (perpendicular to the long length). Wrap strip around rod so that edges overlap slightly.
Step 6: Bake at 350 degrees for 20 minutes. Slide horn molds quickly off of rods while still hot.
Step 7: Let cool completely.
Step 8: For the filling: Add 2 cups of milk and flour to saucepan, bring to a boil and simmer over medium heat. Cook until thick and let cool completely.
Step 9: Beat 2 cups shortening and 2 cups sugar - add sugar a little at a time. Add two cups of powdered sugar, 1 teaspoon vanilla and 1 cup marshmallow cream.
Step 10: Add cooked milk/flour mixture and cream well.
My mother's friend, Mary Ann Malcolm.
My Mother