Preheat oven to 350 degrees and lightly spray Peeps cookie pan with cooking spray.
In a large bowl, cream butter and sugar together until light and fluffy, about two minutes.
With the mixer on low, beat in egg and vanilla extract until combined.
In a separate medium-sized bowl, whisk together flour, baking powder, and salt.
Add flour mixture to wet ingredients and blend until just combined.
Press dough into cookie pan, filling each cavity about ⅔ of the way.
Bake cookies for 8-10 minutes until just golden around edges.
Cool cookies in pan for a few minutes. Turn pan upside down and tap cookies out. Cool completely on metal rack.
Once cooled, fill pastry bag (or plastic bag with corner cut off) with chocolate fudge filling. Pipe generous amount of filling onto one cookie and top with another cookie. Repeat for all cookies. Save leftover fudge for Peeps' eyes and nose.
Dip edges of cookies into sprinkles if desired.
Spread a simple white icing (can be store-bought) on the top of each cookie sandwich and dip into colored sugar.
Dip toothpick into leftover chocolate fudge and dot eyes and nose onto each Peeps sandwich cookie.