Kim's favorite: Lady locks

Kim is one of my many Caruso cousins (14 in the original bunch...too many to count now with spouses and children). She is our family historian. I'm not sure if Jack actually knows what she looks like - she always has a camera up to her face! Here is a favorite:

Lady Locks, a.k.a. Cream Horns

Before you start these, you need to get 24 peg type clothespins and cover them with aluminum foil.

Cookie:
2 8oz blocks cream cheese
½ teaspoon salt
4 cups flour
1 lb (4 sticks) margarine

Mix all ingredients together to form a soft dough. Roll out to ¾ inch thick, then cut in strips approximately ½ inch wide. Wrap each strip around a prepared clothespin, forming a spiral. Bake at 400° F for 12-15 minutes. Let cool on wire racks.

Filling:
5 tablespoons flour
1 cup milk

Cook until thick, stirring constantly to prevent lumps. Remove from heat and refrigerate until cold. (Yes, it looks like unappetizing glue at this point, just go with it.)

1 cup shortening (you're supposed to use the white kind, but the butter flavor kind makes the filling a pretty golden color, so your choice)
1 cup confectioner's sugar
1 teaspoon salt
1 tablespoon vanilla

Cream together until smooth, then add cold mixture from above. Mix until creamy. Pipe into cooled cookie spirals until they are full.