Preheat oven to 350F.
In the bowl of a stand mixer, fitted with the paddle attachment cream together butter and sugar. Scrape the sides and bottom of the bowl and add eggs and vanilla. Beat to combine.
Add flour, cornstarch and salt. Beat until incorporated, for 3-4 minutes. Shape into a ball.
Roll out the dough between 2 pieces of parchment or wax paper, it needs to be around 1/4 -inch thick.
Cut out cookies, I used a snowflake cutter by Wilton. Cut out a smaller star, snowflake or a circle in the inside and remove the inside dough.
At this point you can chill the cookies for 20-30 minutes.
Using a small spoon, fill the inside of the cookies. Do not overfill, but fill almost to the top edge. You can make a hole on the top of each cookie with a skewer, if you are planning to hang them.
Bake for 12 minutes, until the crushed candy is melted and the cookies are golden.
Let the cookies cool on the baking sheet, then carefully remove and place on a platter.