Line baking sheets with parchment paper or silicone baking mat and set aside. Sift flour, cornstarch, 2 teaspoons cinnamon, baking powder, baking soda, and salt into a bowl.
In a stand mixer fitted with the paddle attachment beat 1/2 cup butter, 1/2 cup sugar, ginger, vanilla, and molasses until fluffy. Add egg yolks one at a time until fully incorporated.
Add flour to butter mixture while beating on medium-low speed. If dough appears dry, add heavy cream 1 tablespoon at a time until dough is soft. Divide into two pieces, cover, and chill for 1 hour.
Preheat oven to 325F. While dough is chilling, make the filling. Using the whisk attachment on a stand mixer with a clean bowl whip remaining butter, 2 tablespoons cream, and remaining cinnamon on medium-low speed.
Once cream is fluffy, add red and yellow food coloring one drop at a time until desired orange is achieved. Chill until ready to use.
Working with one piece of dough at a time, roll to 1/4-inch thick on a well floured surface. Using a 2 1/2- inch circular cookie cutter, cut rounds and transfer to baking sheets. Repeat with remaining dough.
Bake cookies for 15 minutes. Transfer cookies to cooling rack and cool completely.
In small bowl combine remaining 1/4 cup sugar with 1 to 2 drops of red and yellow food coloring. Mix until desired orange coloring is achieved. Pair each cookie with another that is a similar shape and size. Add 1 tablespoon filling to the flat side of each cookie, then sandwich together.
Press cookies together until cream begins to pillow out of the sides. Roll sides in orange sugar. Smear a bit of cream on top of cookies and dip in orange sugar.