For the dough: Mix butter, flour and cream in a bowl and chill at least 1 hour.
Preheat the oven to 400 degrees F.
Roll the dough very thin and cut in small rounds. Place them on a parchment-lined pan. Sprinkle colored sugar on top and then pierce cookies with fork. Bake them for 5 to 7 minutes (do not let them get brown at all or they'll be tough). Repeat with the remaining dough. While the cookies are cooling, make the filling.
For the filling: Cream butter and sugar together until fluffy. Then mix in egg yolks, almond extract and vanilla. If you'd like to color the filling, divide and add food coloring. Then, put a dollop of filling between 2 cookies and gently press together. Store in fridge or freeze them (they freeze well)!
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