Preheat your oven to 350°F (175°C) and prepare a baking pan by lining it with parchment paper.
Cream together the granulated sugar and room temperature unsalted butter using an electric mixer on medium speed until light and fluffy, about 3-4 minutes.
Add in the egg, buttermilk, and vanilla extract, blending well until fully incorporated, around 2 minutes.
Stir in the red food coloring until you achieve your desired shade of vibrant red.
In a separate bowl, whisk together the all-purpose flour, baking soda, salt, and unsweetened cocoa powder. Add this dry mixture to the wet ingredients in batches, stirring well.
Scoop out the dough and roll them into smooth balls, placing each about 2 inches apart on the prepared baking sheet.
Bake the cookies for 7-8 minutes until set around the edges but soft in the center.
Remove the cookies from the oven and let them sit on the pan for 1-2 minutes to set before transferring to a cooling rack.
Prepare the cream cheese filling by beating the cream cheese, powdered sugar, room temperature butter, and vanilla extract until smooth and creamy, about 3-4 minutes.
Once cooled, create cookie sandwiches by placing the cream cheese filling on the flat side of one cookie and topping with another.
Chill the assembled sandwiches in the fridge for at least 3 hours to set and meld flavors.
Store any leftover cookie sandwiches in the refrigerator.