Cream together the butter and sugar until light and fluffy, about 3-4 minutes. Add the egg and vanilla, mixing until combined.

In a separate bowl, whisk together the flour, baking soda, baking powder, and salt. Gradually blend into the wet ingredients. Add milk as needed for a soft dough.

Divide the dough into five portions, add gel food coloring to each and knead until combined.

Preheat oven to 350°F (175°C). Roll tablespoon-sized balls from each dough and place on a lined baking sheet. Bake for 10-12 minutes, then cool.

Beat the butter and powdered sugar until creamy, then add milk, vanilla, and salt to achieve spreadable consistency.

Pair cookies by size, spread filling on one side, and top with another cookie to create sandwiches. Let set briefly before serving.