Preheat oven to 400 degrees F.
Using a stand mixer, add the butter and sugar and beat together until light and fluffy. Add the egg, then the buttermilk and the vanilla. Whisk together the flour, cocoa powder, baking soda, baking powder, and salt in a medium bowl. Add the dry ingredients in increments to the wet ingredients. Mix until just combined.
Drop heaping tablespoons of the batter onto parchment lined sheet trays, leaving a 2-inch space between each cookie. Put in the oven and bake for 8 minutes. Remove from oven and let cool on rack.
Beat together the cream cheese and butter, in a small bowl, until smooth. Slowly add in the confectioners sugar. Once smooth, add the pumpkin puree, the cinnamon and a pinch of salt. Beat until smooth and well mixed.
To assemble the cookie, spread a heaping tablespoon of the filling to the flat side of a cookie and sandwich with another. Repeat with the remaining cookies. Transfer to a serving platter and serve.