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4. Gradually add the dry ingredients to the wet ingredients alternately with the buttermilk, beginning and ending with the flour mixture.
5. Drop heaping tablespoons of the batter onto the prepared baking sheets, spacing them about 2 inches apart.
6. Bake for 8-10 minutes or until the tops are set. Remove from oven and let cool on the baking sheets for a few minutes, then transfer to a wire rack to cool completely.
7. For the filling, beat together cream cheese, butter, powdered sugar, and vanilla extract until smooth.
8. Once the cookies are cool, spread the filling on the flat side of one cookie and sandwich with another cookie. Repeat with the remaining cookies and filling.