Preheat oven to 350 degrees F.

In a mixer with a paddle attachment, cream the sugar and butter until smooth. Add the egg and the vanilla extract. Mix in the flour. Remove the dough from the mixer and press into a rectangular shape. Wrap in plastic wrap and refrigerate for at least 1 hour. Remove from the refrigerator and cut dough into 1/3. Roll out dough, 1 piece at a time to a 3/16-inch thickness. Cut out as many large stars as possible. Repeat with all of the dough. Cut a small triangle out of each the arms on each star. Place the hard candy, by color, into small plastic bags. Place a towel over the bags and crush the candy with a meat mallet. Place all of the cookies on parchment lined sheet pans. In each of the triangle holes, fill with different colors of crushed hard candy. Bake in the oven for 10 to 15 minutes or until lightly golden brown, and the candy has melted.

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