Preheat oven to 375 degrees. In a medium bowl, whisk flour, cocoa, baking soda, baking powder, and salt; set aside.
In a large bowl, using an electric mixer, beat 1/2 cup butter and brown sugar until light and fluffy. Add egg; beat until smooth. With mixer on low, alternately add flour mixture and applesauce, beginning and ending with flour mixture. Mix just until smooth (do not overmix).
Drop dough by heaping tablespoons, 2 inches apart, onto two baking sheets. Bake until a toothpick inserted in the center of a cookie comes out clean, 10 to 14 minutes. With a thin metal spatula, immediately transfer cookies to a wire rack; let cool completely.
Meanwhile, make filling: In a large bowl, using an electric mixer, beat vanilla and remaining 1/2 cup butter until light and fluffy. Gradually add confectioners sugar, beating until smooth.
Spread bottom of half the cookies with 1 tablespoon filling each; sandwich with remaining cookies, pressing gently so filling oozes out slightly. Sprinkle exposed filling with nonpareils. Let rest 15 minutes to set.
We added applesauce to the batter for soft and moist results.