Add the sugar and cold butter to the bowl of a stand mixer. Mix on low until the butter starts to break down, then increase the speed and mix for 4-5 minutes until it is fluffier.
Add the egg yolks and vanilla and mix until combined. Add the flour and salt and mix again. The dough will be very shaggy, but do no fear! With the mixer on low, slowly add the cold water until the dough comes together.
Wrap the dough in plastic wrap and chill in the fridge for 1 hour. Once it has chilled, knead the dough by hand to soften it up a bit, then roll it out with a rolling pin. Roll the dough to 1/4” thick. Cut out the cookies with a 3 inch cookie cutter then cut out a small hole in the middle of half of the cookies — these will be the tops.
Transfer the cookies to a baking sheet and chill for 30 minutes. Bake at 350 for 8-12 minutes, just until the cookies set. They should barely be browning, or not brown at all.
Let the cookies cool completely, then add the filling! Using the cookies without a hole, spread your desired filling until it is 1/8” from the edge. Sprinkle powdered sugar on the top cookies and gently place them on top of the filling.
That’s it! These cookies are good right away, and honestly even better the next day. Enjoy!
