How to Make It
Weigh or lightly spoon flours into dry measuring cups; level with a knife. Combine flours and salt in a bowl, stirring with a whisk.
Place butter and granulated sugar in a large bowl. Beat with a mixer at medium speed until light and fluffy (about 4 minutes). Add vanilla and egg; beat 1 minute or until completely combined. Add flour mixture; beat just until combined. Scrape dough onto a work surface; shape into a 7-inch disk. Wrap dough in plastic wrap. Chill 45 minutes.
Preheat oven to 325°.
Crush candies, keeping colors separate and placing each color in a small bowl.
Place dough disk on a lightly floured work surface; roll dough to 1/4-inch thickness. Cut cookies using a 2 1/2-inch cookie cutter dusted with flour. Cut out center of each cookie with a 1-inch cookie cutter to make 24 cookies; discard scraps. Place cookies on 2 baking sheets lined with parchment paper. Fill the cutout centers of cookies with crushed candies.
Lightly brush edges of cookies with milk. Sprinkle tops with sparkling sugar. Bake at 325° for 12 to 13 minutes or until edges are golden brown. Cool cookies completely before removing from pans.
Bake a Second Batch The dough is easily doubled; just divide into two disks, and chill separately. Roll out and cut one at a time. Be sure to cool the cookies completely on the pan before moving them so the candy centers firm up.