Beat flour, butter and cream at medium speed with an electric mixer until combined; chill one hour.
Roll dough to 1/8-to 1/4-inch thickness on a lightly floured surface. Cut with mini cookie cutters; place close together on ungreased baking sheets. Pierce each cookie several times with a fork; sprinkle lightly with sugar. Bake at 375° for about 8 minutes, or until golden. Remove to wire racks to cook completely.
To prepare filling, beat butter at medium speed with an electric mixer until creamy; gradually add sugar, beating well. Stir in vanilla.
Spread Creamy Filling between cookies, forming sandwiches.