Preheat the oven to 350°F (180°C) and line two baking sheets with parchment paper.
In a big bowl, using a mixer, beat together the butter, oil, and both sugars until the mixture turns white and flyffy. Beat in the vanilla.
Now add in the food coloring and the buttermilk and beat until it is all well incorporated.
In a separate bowl, sift together the flour, cocoa powder, salt and baking soda and stir.
Add this dry ingredients mixture to the previous one in three separate additions , mixing after each one, using a rubber spatula. Laslty stir in the white vinegar and mix a little more. Careful not to overmix.
Using a spoon ( I like using the 1/2 tbsp one) scoop out the cookie dough and place the balls on the baking sheets, separating each one from the others at least 1 1/4 inch (2 cm)
Bake at 350°F (180°C) for 8 to 12 minutes, careful not to overcook them.
Once baked, wait for them to cool down completely, to then assemble them.
For the cream cheese filling:
In a small bowl using a mixer, beat the butter, cream cheese vanilla and confectioners sugar until the mixture is completely smooth. Be careful with the sugar, only adding little by little, and tasting it, then adding some more just if needed.
To assemble:
Take one of the cookies and put about 1/2 tbsp to 1 tbsp of cream cheese filling on the bottom of it, then paste another cookie and press just a little. Continue to do this with the rest of the cookies.