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Mix flour, baking soda, cream of tartar and nutmeg. Set aside.
Beat butter and sugar in large bowl with electric mixer on medium speed until light and fluffy. Beat in egg and vanilla. Gradually stir in flour mixture until well mixed. Refrigerate dough about 2 hours or until firm.
Preheat oven to 375°F. Roll dough to 1/8-inch thickness on lightly floured (see Test Kitchen Tip) surface. Cut into shapes with 2 1/2- to 3-inch cookie cutters. With mini cookie cutters, cut centers out of larger shapes. Remove small dough cutout and set aside. (Re-roll these scraps and cut out as above.) Place large cookies on foil-lined baking sheets. Fill hole with crushed candy.
Bake 8 to 10 minutes or until candy is melted and cookies are until lightly browned. Place baking sheets on wire racks. Cool cookies completely before removing from foil.