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Roll 1/4 of the pie crust dough out on a lightly floured surface. It should be between 1/8 to 1/4" thick. (I like to use a silicone baking mat for this.)
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Cut into desired shapes and place on a baking sheet lined with parchment paper (NOT waxed paper.)
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Beat the egg with the water in a small bowl. In another small bowl, combine the sugar, spices, and salt.
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Using a pastry brush, paint the tops of the cookies with the egg wash. Sprinkle evenly with a light layer of the sugar.
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Bake for about 15 minutes at 425 degrees F, rotating the cookie sheet halfway through baking. Repeat with the rest of the dough.
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Transfer the cookies to a cooling rack to completely cool. Match up tops and bottoms.
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On the non-sugar side of one of the cookies, spread a thin layer of your filling. Top with the other cookie. Serve.
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Yield varies according to the size you make the cookies, but it makes enough for a crowd.