1. To make the cookie dough, cream the butter and sugar together until pale and light using an electric handheld whisk. Add the vanilla and mix again. Then add the egg yolks, one at a time, mixing well between each addition and scraping down the side of the bowl with a rubber spatula. Sift in the flour and cocoa powder and beat until smooth.
2. Turn out the dough onto a lightly floured work surface and bring it together, forming a ball with your hands. Wrap in clingfilm, flatten into a disc and chill for at least 4 hours or until needed.
3. Preheat the oven to 170°C, gas mark 3.
4. Roll out half of the dough to a thickness of about 2 mm on a lightly floured surface. Using the cutter, stamp out as many cookies as you can from the dough and arrange on the prepared baking sheets.
5. Gather the scraps together and set aside while you roll out the remaining dough. Stamp out and arrange the cookies, as before, then lightly knead all the scraps together, roll again and cut out as many cookies as you can.
6. Chill the cookies on the sheets in the fridge for 10–15 minutes, then bake on the middle shelves of the preheated oven for about 12 minutes, or until crisp. Remove from the oven and let the cookies cool slightly on the baking sheets for 3–4 minutes before transferring them to a wire rack to cool completely.
7. To make the filling, beat the ingredients together until smooth.
8. Scoop the filling into a piping bag fitted with the plain nozzle. Pipe the filling in a border around half the cookies, leaving a clear space in the middle. Spoon cherry jam into the centre of each piped cookie, then top with the remaining plain cookies and gently press together. These are best enjoyed straightaway.