To a small bowl or glass measuring cup, add 1/2 cup of the warm water and sugar. Use an electric mixer to beat together butter and sugar until creamy.
Add egg and vanilla extract and beat some more.
In a separate bowl, mix together flour, baking powder, and salt.
Add dry ingredients to wet ingredients and mix until cookie dough forms. Add in heavy cream a tbsp at a time.
Divide cookie dough into 5 equal parts. Color each one with separate food coloring. Knead until each cookie dough portion is completely tinted.
Roll all cookie dough colors into a large sphere. Be careful here, while we want the colors to mix together, we don’t want them mixed together too much.
Wrap cookie dough in plastic and refrigerate for one hour.
Remove the cookie dough from the refrigerator and line a cookie sheet with parchment paper and set it aside.
Preheat the oven to 375 degrees F.
Add flour to a clean working surface as well as on a rolling pin.
Roll out cookie dough so that it’s about ¼ of an inch thick.
Using a circular cookie cutter, about 2 ½ inches in diameter, cut out circles of your cookie dough. Place gently on a lined baking sheet about 1-2 inches apart from each other.
Bake for 7-9 minutes and allow to cool on a wire rack.
Using an electric mixer, beat together butter, confectioners’ sugar, whole milk, and vanilla extract.
Once buttermilk is fully mixed, scoop into an icing bag with Wilton tip #10 attached.
Flip over half of your cookies and add frosting. Sandwich with another (unfrosted cookie).