Preheat oven to 350°F (175°C). Line baking sheets with parchment paper.
In a bowl, whisk together flour, cocoa powder, baking powder, baking soda, and salt.
In another bowl, beat butter and sugar until fluffy. Add egg and vanilla, mix well.
Gradually add dry ingredients to wet ingredients, alternating with buttermilk. Mix in red food coloring.
Scoop batter onto prepared baking sheets. Bake for 10 minutes or until set. Cool completely.
For filling, beat butter and cream cheese until smooth. Gradually add powdered sugar and vanilla, beating until fluffy.
Spread filling on flat side of half the cookies. Top with remaining cookies.