To prepare cookies, lightly spoon flour into dry measuring cups; level with a knife. Combine flour, cocoa, baking soda, and salt, stirring with a whisk. Combine sugars and butter in a large bowl, and beat with a mixer at medium speed until well blended. Add vanilla and egg, and beat well. Add flour mixture to sugar mixture, and beat at low speed until well blended.
Lightly coat hands with cooking spray. Divide dough in half. Shape each half into a 6-inch log. Wrap logs individually in plastic wrap; freeze 1 hour or until firm.
Preheat oven to 350°.
Cut each dough log into 24 (1/4-inch) slices; place cookies 1 inch apart on baking sheets coated with cooking spray. Bake at 350° for 11 minutes or until set. Cool completely on wire racks.
To prepare filling, place candies in a shallow bowl. Spread 2 tablespoons ice cream onto flat side of each of 24 cookies. Top with remaining cookies, flat sides down, pressing gently. Lightly roll the sides of each sandwich in candy. Wrap each sandwich tightly in plastic wrap; freeze 4 hours or until firm.