Directions

1. Line baking sheets with parchment paper; lightly coat with cooking spray. Whisk together flour, cocoa, and salt. With an electric mixer on medium-high speed, cream butter and confectioners' sugar until pale and fluffy. Beat in egg and vanilla. With mixer on low speed, gradually add flour mixture, beating to combine. Divide dough in half; form into disks, and wrap in plastic. Chill until firm, at least 2 hours, or up to 2 days. (Dough can be frozen up to 2 months; thaw in the refrigerator before using.)
2. Working with one disk at a time, roll out dough to a 1/8-inch thickness on a lightly floured surface. Using a 1 1/2-inch square biscuit or cookie cutter, cut out shapes, transferring to prepared sheets (1 inch apart) as you work. Chill in freezer until firm, about 15 minutes. Brush off excess flour. Gather together scraps; roll, chill, and cut out more shapes.
3. Preheat oven to 325 degrees. Bake cookies, rotating sheets halfway through, until edges are firm, 12 to 14 minutes. Transfer cookies, on parchment, to a wire rack to cool completely.
4. Spread a small amount of filling on the bottom of half the cookies. Top with remaining cookies; gently press to adhere. Assembled cookies can be refrigerated up to 2 days in an airtight container.