For the cookies:
8 tbsp. unsalted butter, at room temperature
¾ cup sugar
1 large egg plus 1 large egg white
1 tsp. vanilla extract
2¼ cups all-purpose flour
1½ tsp. baking powder
¾ tsp. salt
½ cup milk
For the filling:
10 tbsp. unsalted butter, at room temperature
1¼ cups confectioners’ sugar, sifted
Pinch of salt
2 tsp. vanilla extract
1 tbsp. heavy cream
Red and blue Pop Rocks (about 3 packages of each)
White jimmies or other sprinkles (optional)
To make the cookies, preheat the oven to 350˚ F. Line two baking sheets with parchment paper or silicone baking mats. In the bowl of an electric mixer combine the butter and sugar. Beat on medium-high speed until light and fluffy, 2-3 minutes. Blend in the egg and egg white, scraping down the bowl between additions. Blend in the vanilla. In a medium bowl, combine the flour, baking powder, and salt; whisk to blend. With the mixer on low speed, beat in half of the dry ingredients, mixing just until incorporated. Mix in the milk. Beat in the remaining dry ingredients, just until incorporated.
Transfer the cookie batter to a pastry bag fitted with a large round tip (I used an Ateco #809). Pipe the batter into 1½-inch rounds onto the prepared pans, spacing them an inch or two apart. Bake 7-8 minutes, just until set. Let cool on the pan at least 10 minutes, then transfer to a wire rack to cool completely.
To make the filling, whip the butter on medium-high speed until smooth, about 30 seconds. Mix in the confectioners’ sugar and salt, and beat on medium-high speed until smooth, 1-2 minutes. Mix in the vanilla and heavy cream on low speed just until incorporated, then increase the speed to medium-high and whip for 4 minutes, stopping and scraping down the sides of the bowl once or twice. Transfer to a pastry bag fitted with a plain tip.
To assemble the cookies, match them up in pairs by size. Pipe a dollop of filling onto the flat side of one cookie of each pair, and sandwich the cookies together, pushing the filling to the edges. Place the Pop Rocks in small bowls (mix in white jimmies for contrast, if desired). Dip the edges of the cookies into the Pop Rocks so that they adhere to the frosting. Serve immediately.