Preheat the oven to 350°F and line two baking sheets with parchment paper.

In a medium bowl, whisk together the flour and cocoa powder until incorporated.

In the bowl of a stand mixer fitted with the paddle attachment, cream the butter with the sugar and salt until light and fluffy.

Add the egg white to the bowl and mix until smooth, then add the vanilla and continue mixing.

Add the flour mixture and mix until a dough holds together. Transfer to a clean work surface and knead until smooth.

Divide the dough in half and form each portion into a disk. Roll each disk between two sheets of parchment paper to a thickness of ⅛ inch. Freeze for 1 hour.

Peel back the parchment and use a 2-inch round or fluted cutter to cut out 24 cookies from each sheet. Place them on the prepared baking sheets.

Bake the cookies, rotating the trays top to bottom and front to back, until firm to the touch, 12 to 14 minutes. Let cool completely.

In the bowl of the stand mixer fitted with the paddle attachment, beat all the filling ingredients together until light and fluffy, 3 to 4 minutes.

Separate the filling into small bowls, depending on how many colors you want to make, leaving some filling white.

Spread ½ tablespoon of the filling on one cookie and sandwich with another. Repeat until you have 24 sandwich cookies.

Chill the cookies for 30 minutes until the filling is firm.

Use gel food coloring, candy eyeballs, Halloween sprinkles, and edible markers to decorate the cookies as desired.