Special equipment: a 3 1/2-inch x 6-inch x 2 1/4-inch mini loaf pan;3-inch and 1 1/2-inch star cookie cutters
For the dough: Line a 3 1/2-inch x 6-inch x 2 1/4-inch mini loaf pan with parchment paper, leaving a 4-inch overhang on two of the sides. Set aside.
Whisk together the flour, baking soda and salt in a medium bowl. Beat together the eggs and vanilla in a small bowl.
Beat the butter, granulated sugar and confectioners' sugar together in a large bowl with an electric mixer on low speed. Once incorporated, increase the speed to medium and beat until slightly creamy, about 3 minutes, stopping to scrape down the sides of the bowl as needed.
Reduce the speed to low again and slowly pour in the egg mixture; beat until combined. Add the flour mixture in 3 additions, increasing the speed as the dough gets thicker to keep the beaters spinning, and scraping down the sides of the bowl and the beaters themselves as needed. Once all the flour is just incorporated, increase the speed to medium-high and beat until the dough is very smooth, about 5 minutes.
Turn the dough out of the bowl and bring it together. Divide into 3 even pieces (about 13 ounces each) and place the pieces into separate medium bowls. Add the red food coloring to one bowl and mix to combine. Add the white food coloring to another bowl and mix to combine. Add the blue food coloring to the third bowl and mix to combine. Cut each dough ball into 6 equal pieces.
Press one piece of red dough into the bottom of the prepared loaf pan. Press a white piece of dough on top of the red and then a blue piece of dough on top of the white, gently pressing each so that the dough conforms to the shape of the pan. Repeat this process and order until all of the dough is in the loaf pan. The dough will come about 2 inches above the top of the pan, and that is okay. (You want the loaf of dough to be about 5 inches tall.) Freeze the dough until hard, about 2 hours.
Preheat the oven to 350 degrees F.
Using the parchment overhang, remove the dough from the loaf pan. With a sharp knife, cut the dough crosswise into twenty 1/8-inch thick slices and arrange on a baking sheet. Freeze until hardened, about 15 minutes. Line 2 baking sheets with silicone liners. With a 3-inch star cookie cutter, cut a star shape out of each slice and arrange on the lined baking sheets. Cut another star shape out of the center of the big stars with a 1 1/2-inch star cookie cutter. Arrange the small stars on the lined baking sheets. Freeze until hardened, about 15 minutes.
Fill the center of the larger cookies with the crushed candies (don't worry about filling completely, since the candies will melt and naturally fill in the window). Bake the filled cookies and smaller star cookies until the candies have melted and the cookies are firm, about 10 minutes. Cool on the baking sheets for 5 minutes, then transfer to a wire rack to cool completely.
Meanwhile, divide the scraps in half and place each half between two pieces of parchment and reroll to 1/8-inch thick. Place them in the freezer until hardened, about 30 minutes. Cut out 10 stars using the large cookie cutter and arrange them on the lined baking sheets. Cut out smaller stars from the middles of the larger stars and arrange on the lined baking sheets. Freeze until hard, 15 minutes. Bake until the cookies are firm, about 10 minutes. Cool on the baking sheets for 5 minutes, then transfer to a wire rack to cool completely.
For the royal icing: Combine the confectioners' sugar and meringue powder in a large bowl. Add 5 tablespoons water and beat with an electric mixer on medium-high speed until the icing forms thick and glossy peaks, adding up to 1 tablespoon more water, if needed, about 2 minutes. Transfer the icing to a resealable plastic bag and seal. Cut a small piece out of one of the corners of the bag.
Flip the candy-filled cookies over and pipe the icing around the border. Top 10 of the cookies with one of the unfilled large star cookies. Place a pinch of star sprinkles in the center of the cookies. Press the remaining 10 candy-filled cookies on top, sandwiching the icing inside. Let the icing harden, about 10 minutes.
When measuring flour, we spoon it into a dry measuring cup and level off the excess. (Scooping directly from the bag compacts the flour, resulting in dry baked goods.)
Copyright 2018 Television Food Network, G.P. All rights reserved.