Celebrate the festivities with these chocolate sandwich cookies decked out in red, white, and blue. Great dessert for the 4th of July or any patriotic holiday!
In the bowl of a stand mixer, cream the butter and sugar until fluffy. Beat in the egg. Turn off the machine and add flour, cocoa, salt, and vanilla. Beat at low speed until the dough comes together. Turn out onto a work surface and knead 2 or 3 times. Flatten into 2 disks, wrap in plastic, and chill at least 30 minutes, or overnight.
Preheat oven to 350F°. Line baking sheet with parchment paper.
Roll out the first portion of dough to a ⅛-inch thickness. Use a 2-inch round biscuit cutter or cookie cutter to cut the dough into circles, gathering and rerolling as needed; then transfer to the baking sheet. Repeat with remaining dough. Bake until firm, about 10 to 12 minutes. Remove the cookies from the oven and place on a cooling rack.
In the bowl of a stand mixer, combine sugar, shortening, salt, and vanilla. Beat on low speed, then increase to medium. Add water, a tablespoon at a time, and beat until desired consistency is reached.
Frost the bottom of one cookie and top with another cookie. Repeat.
Roll cookies in sprinkles.