In a large bowl, whisk together the flour, baking soda, cocoa powder, and salt.
Mix in the butter, brown sugar, egg, vanilla extract, and milk until fully combined.
Spray the whoopie pie pan cavities with cooking spray and fill each two-thirds full with batter.
Place the pan in the air fryer and cook at 320°F for 5 minutes, until the tops spring back when touched. Work in batches if needed.
Remove the cakes from the pan and cool completely on a wire rack.
Beat the shortening, powdered sugar, Marshmallow Fluff, and salt until smooth and fluffy.
Spread the filling on the flat side of half the cakes and sandwich with the remaining cakes.