Preheat the oven to 180°C/gas mark 4. Line 2 baking trays with baking parchment. Beat together the butter and sugar using an electric hand mixer for 2-3 minutes, until light and fluffy. Add the egg and vanilla extract and beat until well combined.
Add the baking powder. Whisk in the flour and buttermilk in alternate batches on a low speed, starting and finishing with the flour. Be careful not to over-beat. Whisk in the food colouring and spoon the mixture into a piping bag fitted with a 1cm plain nozzle.
Pipe the batter on to the baking parchment in small 2-3cm circles. Leave a 3cm gap between each as they will spread. Bake for 14 minutes, or until they're puffed up and spring back on touching. Cool on the baking trays for at least 10 minutes, then transfer to a wire rack.
For the filling, beat the soft cheese and butter using an electric hand mixer. Add the vanilla extract and icing sugar. Beat on a low speed at first and increase the speed until the icing is smooth and fluffy.
Use the filling to sandwich the pies together in pairs, with the flat sides facing each other. Dust with icing sugar to serve.