In a bowl, with an electric mixer on medium speed, beat butter and sugar until smooth. Beat in egg yolk and vanilla, scraping down sides of bowl as needed. Stir or beat in flour until well blended.
Divide dough in half and mix melted chocolate into one half. Divide each color of dough into four equal portions. Form each portion into a 3/4-inch-thick log.
Roll waxed paper tightly around each log to wrap airtight. Freeze until firm enough to slice neatly, about 20 minutes.
Unwrap dough. Using a thin, sharp knife, cut logs crosswise into 1/4-inch-thick slices (if chilled dough crumbles, let stand a few minutes to soften, then cut).
Lay slices 1 inch apart on buttered or cooking parchment-lined 12- by 15-inch baking sheets; if cookies flattened when cut, reshape with your fingers.
Bake in a 350 oven until plain cookies are lightly browned on the bottom and chocolate ones are slightly darker, 8 to 10 minutes; if baking more than one pan at a time, switch pan positions halfway through baking. With a wide spatula, transfer cookies to racks to cool completely.
Spread about 1/4 teaspoon vanilla cream filling onto each plain cookie, then top with a chocolate cookie.
Vanilla cream filling. In a bowl, with an electric mixer on medium speed, beat 1/2 cup (1/4 lb.) butter (at room temperature), 3/4 cup powdered sugar, and 1 teaspoon vanilla until smooth. Use immediately, or cover and chill for up to 2 days (bring to room temperature and beat to soften before using).
