Beat butter or margarine with sugar in a large bowl until very soft. Mix in the egg then stir in the flour, custard powder and salt. Roll out dough and cut out circles. Place biscuits onto a baking tray.
Bake in the preheated oven for 10 minutes. Remove from the baking tray and allow to cool on a rack. Sandwich cooled biscuits together with a small amount of jam or buttercream icing. Dust finished biscuits with icing sugar.