I used this recipe from Martha Stewarts’s Baking HandBook. These book brings the pleasure of baking to readers at every level, from beginner to expert and beyond. It guides them through the process of creating an irrestible variety of cakes, cookies, pies, tarts, breads, equipments for baking goods and much more. I learnt Peanut butter cookes without fillings for the very first time. It encourages me to learn more from this book.
My cookies goes to participate 5 entries:Holiday Cookie Baking Event, Eat Healthy - During Pregnancy Baking For Beginners - put on those mittens!!, Cookies/Biscuits Fested and Baked sweets & chocolates Cookies/Biscuits Fest. Yes, healthy cookies includes proteins, carbohydrates and fats are good not only for pregnancy women but also for their new born babies growth developments. It should be strictly avoided if they have allergies to nuts or family history of allergies to nuts.

Makes about 3 dozen sandwich cookies
2 cups all purpose flour, plus more for dusting
½ tsp. baking soda
¼ tsp salt
1 ½ sticks (3/4 cup) butter, room temperature
¾ cup smooth peanut butter, preferably natural
½ cup granulated sugar
½ cup packed light-brown sugar
1 large egg
1 tsp. pure vanilla extract

Peanut Butter Filling (recipe follows)

In a bowl, whisk together flour, baking soda, and salt; set aside. Place butter, peanut butter and both sugars in the bowl of the electric mixer fitted with the paddle attachment; beat on medium-high speed until light and fluffy, 2 to 3 minutes. Add the egg and vanilla, and beat to combine, scrap down the sides of the bowl, if needed. With mixer on low add reserve flour mixture and beat until incorporated, about 1 minute.

Divide dough in half and shape into two flattened disks. Wrap in plastic and refrigerate for at least 30 minutes or overnight.

Preheat the oven to 325 F. Line two large baking sheets with parchment paper. On a lightly floured work surface, roll out the dough to a ¼ inch thickness. Using a sharp knife, cut dough into 2 1/2 –by- 1-inch rectangles. I cut a thick piece of paper with these measurements and used it as a stencil. I traced by knife around it. Much easier than eye balling it. Using the floured tines of a fork, score the top of each cookie. Transfer cookies to prepared baking sheet, placing ½ inch apart, and refrigerate until firm, about 15 minutes.

Bake, rotating sheets halfway through, until lightly golden around the edges and firm in the center, 15 to 20 minutes. Transfer to a wire rack to cool completely.

Using an offset spatula, spread 1 tbsp. filling onto the flat sides of half of the cookies. Sandwich with remaining cookies, keeping flat sides down. Unfilled cookies can be kept in an airtight container for up to a week. Once filled, cookies are best eaten that day, but can be kept in the fridge for up to 3 days.
Here's another link for vegan Peanut butter sandwich cookies with fillings in Disney's Vegan Kitchen .

Peanut Butter Filling
Makes enough to fill 3 dozen cookies

6 tbsp. unsalted butter, room temperature
¾ cup confectioners’ sugar
¾ cup smooth peanut butter, preferably natural
3 tbsp. heavy cream
In the bowl of an electric mixer fitted with a paddle attachments combine all ingredients. Beat on medium high speed until light and fluffy, about 5 minutes, scraping down the sides of the bowl as needed. Use immediately or transfer to an airtight container and refrigerate u to 3 days. If refrigerated, let filling stand at room temperature to soften, you might have to stir or beat to attain desired consistency.