Preheat oven to 350°F (175°C). Grease a Twinkie mold.
In a bowl, whisk together flour, baking powder, and salt.
In another bowl, beat egg whites until soft peaks form. Gradually add half of the sugar and beat until stiff peaks form.
In a separate bowl, beat egg yolks with remaining sugar until pale and thick. Add water and vanilla extract, then fold in flour mixture.
Gently fold in egg whites. Pour batter into molds and bake for 15 minutes or until a toothpick comes out clean.
For the filling, beat butter and shortening until creamy. Gradually add powdered sugar, vanilla, and heavy cream. Beat until fluffy.
Once cakes are cool, fill them with the cream mixture using a piping bag.