Combine the 250g butter, cream and sifted flour. Mix well and chill for at least 1 hour.
Preheat oven to 190 degrees C.
On a floured board, roll out 1/3 of the dough to 3mm thick. Cut with 4cm round cookie cutter. Transfer rounds to waxed paper heavily covered with white sugar. Turn rounds so that both sides are coated with sugar. Place rounds on ungreased baking trays and prick each round with a fork about 4 times. Repeat with remaining dough.
Bake for 7 to 9 minutes. Let biscuits cool then put 2 biscuits together with the filling.
To Make Filling: Blend the remaining 1/4 cup of butter, the icing sugar, egg yolk and vanilla together. Tint with food colouring, if desired.