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1
Make the cookies: Whisk the flour, cocoa powder, baking soda and salt in a medium bowl.
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2
Beat the butter, confectioners' sugar and vanilla in a stand mixer fitted with the paddle attachment on medium speed until smooth, about 1 minute.
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3
Reduce the mixer speed to low and beat in the flour mixture in 2 additions.
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4
Add the food coloring and beat until combined.
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5
Transfer the dough to a clean surface and knead a few times.
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6
Roll into a 10-inch-long, 1-inch-diameter log; wrap in plastic wrap and freeze until firm, about 2 hours.
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7
Meanwhile, make the filling: Pulse the coconut, cream cheese, confectioners' sugar, salt and vanilla in a food processor until combined.
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8
Refrigerate until ready to use.
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9
Preheat the oven to 350 degrees F. Line 2 baking sheets with parchment paper.
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10
Remove the dough from the freezer and unwrap.
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11
Slice the dough into 1/4-inch-thick rounds and arrange about 1 inch apart on the prepared baking sheets.
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12
Bake until the cookies are firm around the edges, 8 to 10 minutes.
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13
Let cool 2 minutes on the baking sheets, then transfer to a rack to cool completely.
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14
Spread about 1 teaspoon of the filling on the flat side of half of the cookies, then sandwich with the remaining cookies.
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15
Cook's Note: If the dough feels dry after you beat in the food coloring, beat in up to 2 more tablespoons softened butter until the dough stays together when pinched and is kneadable.
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16
Photograph by Levi Brown