1/2 C powdered sugar
1/4 C shortening (I use spectrum)
1/2 tsp vanilla extract
I wouldn't use butter - it will make the filling too soft. Shortening gives it the right consistency and texture. You could also use the butter flavored shortening.
I make "Oreos" frequently (food allergies) and the above recipe is what I use for the filling. I use the butter flavored Spectrum shortening and they come out great every time. Cookie and fillin recipe that I use is here:
http://chocolatecoveredkatie.com/2012/10/24/healthy-oreos/