Preheat your oven to 350°F (175°C) and prepare a Twinkie pan.
In a large mixing bowl, whisk together the flour, sugar, baking powder, and salt.
In another bowl, cream the softened butter until light and fluffy, then add eggs one at a time, mixing thoroughly after each addition.
Mix in the vanilla extract, then gradually add the dry ingredients to the wet mixture, alternating with a few tablespoons of milk if needed until just combined.
Spoon the batter into the Twinkie pan, filling each compartment about two-thirds full.
Bake in the preheated oven for 18-20 minutes until a toothpick comes out clean.
Let the cakes cool in the pan for about 10 minutes before transferring them to a wire rack to cool completely.
While the cakes cool, prepare the filling by whipping the heavy cream with powdered sugar and vanilla extract until soft peaks form.
Once the cakes are completely cool, use a piping bag to fill each cake with the vanilla cream filling through the small holes made at each end.
Serve your homemade Twinkies fresh, or store them in an airtight container in the refrigerator for up to three days.