Make the Cookie Dough: Mix almond flour, cocoa powder, erythritol, baking soda, and salt in a mixing bowl. Add the egg, melted butter, and vanilla. Mix until a dough forms.
Shape and Flatten: Roll out the dough between 2 pieces of parchment paper to a thickness of about ¼ inch. It is helpful to have a small circular cutter for evenly cutting the cookies.
Bake the Cookies: On a lined baking sheet, space out the cookies and bake at 175°C (350°F) for 10–12 minutes. Allow them to cool a bit on a wire rack.
Prepare the Filling: In a mixing bowl, cream the softened butter with the powdered erythritol and vanilla extract until fluffy. If you’re going through the steps and find your caramel is lumpy, add a bit of heavy cream until smooth.
Assemble the Cookies: After cooling, spread or pipe the filling onto half of the cookies, then place a second cookie on top to sandwich them together.