Using !! or !x we can repeat previous command. If I want to repeat the command with something changed, what do I do? Say,

The prev. command
cat a.txt | grep "pp" > a.out

The new command
cat b.txt | grep "pp" > b.out

Is there a short way?

If you are in the unix prompt, typing the escape key will allow you to review
your previous commands as you are using "vi".
You can start with "k" to go back to each command.
Is this what you are referring to?

what is the os and shell you are using ?

It's cygwin, like unix c-shell.

With csh,

% cat a.txt | grep "pp" > a.out
% ^a^b
cat b.txt|grep "pp" > a.out
%
Note that it changes the first occurance, not all occurances. I don't know if there is a way to change all occurances.