Preheat oven to 375 degrees F. Line two cookie sheets with parchment paper.
Whisk together the flour, cocoa powder, baking soda, baking powder, and salt.
In a separate mixing bowl, beat together the butter and sugar until light and fluffy. Add the egg and red food coloring and mix to combine.
Add the dry ingredients and mix on low speed, just until combined.
Scoop tablespoon size balls onto cookie sheets (should make about 24 cookies). Use a measuring cup or the palm of your hand to gently flatten the balls just slightly.
Bake until edges start setting, about 8-10 minutes. Cool for 10 minutes on baking sheet before transferring to a wire rack to cool completely.
Beat together the cream cheese and butter until smooth.
Add powdered sugar and vanilla then mix until smooth. Add more powdered sugar or a splash of milk, if needed, until desired consistency is reached.
Once the cookies have cooled, add a small spoonful of cream cheese filling onto one cookie. Place another cookie on top and press them together to make a cookie sandwich.
Store cookies in an airtight container in the refrigerator for up to 1 week.
