In a big bowl mix together soften butter with the sugar powder until light and fluffy. Add the egg and mix again.
Sift all the dry ingredients into the butter and mix together with the spoon. The dough should turn out soft and slightly sticky. Don’t panic and don’t add any more flour.
Transfer the dough to the plastic wrap, cover it carefully and put it in the refrigerator for an hour.
In a meantime, let’s make the delicious filling. Mix together soften butter and sugar powder until light and fluffy. Add the cold heavy whipping cream and mix on the lowest speed of your mixer. Be very careful to not over mix it, otherwise the cream will exfoliate.
Transfer the filling into a piping bag and set aside.
Roll out the chilled dough between two pieces of parchment paper until it’s about 3/16 of an inch thick (3-4 millimeters). Use the cookie cutter to cut the cookies (we used 1-inch circle cookie cutter), then transfer them to the baking sheet. Don’t put them to close to each other because they will spread out a little bit in the oven.
Bake the cookies at 350 degrees for 10 minutes.
When the cookies are completely cooled off, pipe a little bit of frosting filling in the middle of the cookie, cover it with the other cookie and slightly press two cookies together. If you can help yourself, refrigerate the Oreo cookies for at least an hour, so that the filling hardness.