Prep your forms: Use clean wooden clothespins without springs, or 1/2-inch metal or wooden dowels. Wrap in foil and lightly grease.
Chill your ingredients: Keep butter and cream cheese cold for the dough.
Preheat the oven: Set to 375°F (190°C). Line baking sheets with parchment.
In a large bowl, whisk flour, sugar, and salt.
Cut in cold butter and cold cream cheese until pea-sized bits remain. You can use a pastry cutter or pulse in a food processor.
Press and fold the mixture until it comes together into a soft dough. If it looks dry, give it a quick knead in the bowl—do not overwork.
Divide into two discs, wrap tightly, and chill 1–2 hours until firm.
Work with one disc at a time, keeping the other chilled. Lightly flour the counter.
Roll to about 1/8 inch thickness. Trim edges for straight sides.
Cut long strips about 3/4 inch wide. Aim for even width so they bake uniformly.
Wrap each strip around a prepared clothespin form, overlapping edges slightly as you spiral. Lightly brush the end with egg white to seal if needed.
Place seam-side down on the parchment-lined sheet.
Bake 12–15 minutes, until light golden at the edges. Rotate pans halfway for even color.
Cool on the sheet 2 minutes. Carefully slide off the forms while warm (use a gentle twist). Transfer shells to a rack to cool completely.
Beat butter with a pinch of salt until very light and pale, 3–4 minutes.
Add marshmallow creme and beat until fluffy.
Gradually add powdered sugar, then vanilla. Whip 1–2 minutes until smooth.
Adjust with a splash of heavy cream for a pipeable consistency. You want soft peaks that hold shape.
Spoon filling into a piping bag fitted with a small star or round tip.
Pipe filling into both ends of each cooled shell until they meet in the middle.
Dust generously with powdered sugar. Serve or chill to set the filling.
