Prepare parchment by laying out a large piece on a clean countertop.

Combine unsalted butter, brown sugar, salt, evaporated milk, heavy cream, and corn syrup in a heavy-bottomed pot.

Increase heat to medium, bring the mixture to a boil, then switch to medium-high heat using a candy thermometer to monitor to 241°F.

Carefully pour the caramel onto the prepared parchment paper and let it cool completely at room temperature.

Prepare the vanilla cream filling by beating the vegetable shortening until fluffy, then mixing in the sifted powdered sugar, vanilla extract, and water.

Divide cooled caramel into four sections, spread vanilla cream filling, roll tightly into logs, and slice into half-inch pieces.

Wrap each piece individually in parchment or wax paper to maintain freshness.