In a large mixing bowl, cream together the softened unsalted butter and powdered sugar until light and fluffy (3-5 minutes). Gradually add sifted all-purpose flour, egg yolk, and vanilla extract, mixing until just combined.

Preheat oven to 350°F (175°C). Roll out the cookie dough to ¼-inch thickness on a floured surface. Cut into circles and place on a parchment-lined baking sheet about 1 inch apart. Chill in refrigerator for 15 minutes.

Bake cookies for 12-15 minutes, until edges are golden. Allow to cool on the sheet for 5 minutes, then transfer to a wire rack.

In a small saucepan, heat heavy cream until it simmers. Remove from heat and stir in white chocolate until melted and smooth. Let cool for 10-15 minutes to thicken.

Once cookies are cool, pipe or spread white chocolate filling on one cookie and top with another, pressing gently together.

Allow assembled cookies to sit for 30 minutes at room temperature, then dust with powdered sugar before serving.