In the bowl of a stand mixer fitted with the paddle attachment, or using a hand mixer, cream together the butter, vanilla, salt and sugar until well combined.
Add the egg and mix well, it will look lumpy and curdled.
Sift in the flour and mix until combined. Dump the dough onto a sheet of plastic wrap and seal. Chill for a few hours or overnight.
Preheat oven to 350 F. Line at least two cookie sheets with parchment paper. Let the dough sit on the counter for about 10 minutes to soften.
On a well-floured surface, roll out the dough to about half a cm thickness and punch out rounds of cookies then transfer to the cookie sheets.
Reroll the dough as needed. Use the smaller cookie cutter to punch out designs in half of the cookies (you can also reroll this dough as needed).
Bake the cookies for 9-10 minutes, do not let them brown or golden at all. They should look matte/dry but there should be no coloring.
Once the cookies are completely cool you can fill them: Warm up your chosen caramel in the microwave so it’s not runny but is pourable. Spoon no more than a teaspoon onto the cookie then place another cookie on top.