Add shortening to water and bring to a boil. Add flour all at once and stir vigorously until ball forms in center of pan. Cool slightly.
Add salt and unbeaten eggs, one at a time, beating after adding each egg. Mixture should be very stiff. Shape on greased cookie sheet by dropping from spoon or using pastry bag and tube. Bake 15 minutes in 450° oven. Reduce temperature to 350° and continue baking for 30 minutes or until done. If in doubt, remove one from oven and test. Cool.
Fill with cream filling, ice cream or whipped cream.
For CREAM FILLING, mix flour, sugar and salt. Scald milk and add to dry mixture, stirring while adding slowly. Cook over hot water, stirring until thick, about 15 minutes. Add margarine. Pour mixture over egg yolks, stirring constantly. Cool. Add vanilla.