1. Mix flour, ginger, cinnamon, baking soda, nutmeg and salt in large bowl. Set aside. Beat butter and brown sugar in large bowl with electric mixer on medium speed until light and fluffy. Add molasses, egg and vanilla; beat well. Gradually beat in flour mixture on low speed until well mixed. You may chill dough for at least an hour or bake immediately.
2. Preheat oven to 350°F. Shape dough into 1-inch balls. Roll in granulated sugar to coat. Place 2 inches apart on ungreased baking sheets.
3. Bake 8 to 10 minutes or until centers are puffed and just slightly cracked and edges are set. Timing depends on the size of cookies you make. My tiny ones took only 4-5 minutes so keep an eye on them. Aim for underbaking just a bit. Remove to wire racks; cool completely.
4. Meanwhile, for the filling, combine all filling ingredients and beat until smooth. spread a generous dollop of frosting on one cookie and top with another. Dip cookies in crushed lemon candy and between layers of wax paper in airtight container in refrigerator up to 5 days.