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1
In bowl of standing mixer fitted with paddle attachment, beat butter and sugar on high speed until fluffy, about 5 minutes. Add flour and cocoa and mix on low speed until just combined.
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2
Form dough into ball and flatten into disk. Chill, wrapped in plastic, until firm, at least 1 hour.
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3
Position racks in upper and lower thirds of oven; preheat to 350u00b0F. Line 2 large baking sheets with parchment paper.
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4
Roll out dough to 1/4-inch-thick round and cut out cookies with 2-inch star-shaped cutter. Place on baking sheets, spacing 1/2 inch apart. If desired, reroll scraps and cut out more cookies.
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5
Bake cookies, switching position of sheets halfway through baking, until slightly firm to touch, about 15 minutes. Cool on pans 2 minutes, then transfer to racks to cool completely.
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6
In medium bowl, mix together Mascarpone and confectioners' sugar until well blended.
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7
Turn 1 cookie upside-down and spread with 1 teaspoon filling. Top with a second cookie, right-side up. Repeat with remaining cookies and filling.
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8
In medium bowl, combine confectioners' sugar and 1 tablespoon of egg white. Mix until consistency is very smooth. Pour icing into pastry bag fitted with #1 round tip. Pipe decorative design onto cookies. Let icing dry completely (about 1 hour, depending on humidity) before storing cookies.