Known as lady's kisses in Italian, baci di dama are traditional cookies from the Piedmont region of Northwest Italy that are often made with hazelnuts. Martha uses roasted chestnuts instead, both in the rich chocolate batter and the creamy filling sandwiched in the middle.
Alternatively, transfer filling to a pastry bag fitted with a 1/2-inch star tip (such as Ateco No. 826). From the center, pipe about 1/2 teaspoon filling onto bottoms of half the cookies, then sandwich with remaining cookies.