Special equipment: a 1-inch ice cream scoop; a pastry bag with a large round tip
For the cookies: Preheat the oven to 400 degrees F and line 2 baking sheets with parchment paper. Whisk together flour, cocoa, baking soda, baking powder and salt.
Beat the butter, granulated sugar and brown sugar in the bowl of an electric mixer on medium-high speed until light and fluffy. Reduce the speed and alternately beat in the eggs, 1 at a time, and the buttermilk, starting with an egg. Slowly beat in the dry mixture until just combined. Mix in the vanilla extract and red food coloring.
Using a 1-inch ice cream scoop, distribute the dough in dollops on the baking sheets leaving 2 inches between each cookie; you will use half the dough for the first batch. Bake until puffed and cakey, about 12 minutes. Transfer the cookies to a cooling rack to cool completely. Repeat with the remaining cookie dough. (The cookies may be made 2 days ahead and stored at room temperature before serving.)
For the filling: Put the cream cheese in the bowl of an electric mixer fitted with the paddle attachment and beat on medium until soft. Add butter gradually until combined. Slowly add the confectioners' sugar, turn the mixer to high, and beat until light and fluffy. Mix in the vanilla extract. (The filling may be made 2 days ahead and chilled; b ring to room temperature before using.)
To assemble: Put the filling in a piping bag fitted with a large round tip. Turn half of the cookies upside down and pipe about 3 tablespoons on top. Make sandwiches by topping with the rest of the cookies. The cookies should be served the same day they are filled.