Pick your favorite filling for this classic sandwich cookie: We tested with peppermint, orange, and lemon extracts and used food coloring to match each flavor.
Preheat oven to 400°. Beat first 4 ingredients at medium speed with an electric mixer 1 minute. Add egg, and beat 30 seconds.
Sift together flour and salt. Add flour mixture to butter mixture, and beat at low speed 30 seconds. Scrape sides of bowl, and beat 15 more seconds. Divide dough into 3 equal portions.
Following manufacturer's instructions, use a cookie press fitted with desired disk to shape dough into cookies, spacing cookies 1 1/2 inches apart on 2 ungreased baking sheets.
Bake at 400° for 7 minutes, placing 1 baking sheet on middle oven rack and 1 sheet on lower oven rack. Rotate baking sheets front to back and top rack to bottom rack. Bake 1 to 2 more minutes or until golden brown around edges. Transfer cookies to a wire rack, and cool completely (about 10 minutes). Repeat with remaining dough.
Beat 1/2 cup butter and next 2 ingredients at medium speed 2 minutes. Add flavored extract; beat at low speed until blended. Add desired amount of food coloring; beat at low speed until blended.
Spoon filling into a zip-top plastic freezer bag. (Do not seal.) Snip 1 corner of bag to make a small hole. Pipe filling onto bottom of 1 cookie. Top with a second cookie, so bottom sides of both cookies touch filling. Repeat with remaining cookies and filling. Sprinkle with powdered sugar. Serve immediately, or let stand 2 hours. Store in an airtight container up to 2 weeks.