Beat the butter and sugar together until creamy, then mix in the rest of the ingredients. Add a splash of milk if the mixture looks a bit dry – it should come together as a dough.
Line three baking sheets, dust lightly with flour, then roll and pat one-third of the dough out to the thickness of a £1 coin on each. Cover and freeze for 15 mins.
Heat oven to 180C/160C fan/gas 4. Slide the dough off the trays and put a new piece of parchment on each. Trim the edges of the dough to straighten, then cut into rectangles, roughly 6 x 3cm. Lift each one carefully onto the tray, leaving some space between them as they’ll expand. Bourbons usually have a pricked pattern, so use a cocktail stick to do this if you want (not too many or they’ll break up). Put the dough back in the freezer if it gets too soft.
Bake for 8-10 mins, then leave to cool on the sheet as the biscuits will be soft when they’re hot. Sprinkle over some sugar. Will keep for a week in an airtight container.
Meanwhile, make the filling. Beat the butter and icing sugar together, then divide the mixture into three. Add the cocoa to one lot, a dot of pink colour to another, and leave the last one plain (add a little more icing sugar if you need to). Spoon each into a piping bag or a sandwich bag with the corner snipped off.
When the biscuits have cooled completely, pipe the icings onto half of them, then sandwich together with the other halves. Leave to set.