Preheat the oven to 350 degrees F. Line a couple baking sheets with parchment paper and set aside.
In a stand mixer with the paddle attachment, cream together the butter, sugar, and egg until it is light and fluffy.
In a separate bowl, whisk together the flour, cocoa powder, baking powder, baking soda, and salt.
In a liquid measuring cup, stir together the milk and vanilla extract.
Add flour mixture to wet ingredients, alternating with the milk, beating well after each addition.
Add in the black gel food coloring if you want them to be charcoal black.
Using a cookie scoop, spoon out the batter into the prepared pans, spacing them a good distance apart (they will rise up and spread out in the oven).
Bake for 10-15 minutes. Remove to a wire rack to cool completely.
In a stand mixer with the paddle attachment, cream together the butter and pumpkin.
Gradually add in the confectioners’ sugar and beat until combined.
Add in the vanilla, cinnamon, and nutmeg and beat until incorporated.
To assemble, use a cookie scoop, dollop on 1-2 tablespoons of filling on the flat side of the cookie. Sandwich another cookie on top, pressing together slightly.