For cookies, preheat oven to 350 degrees F. In a medium bowl whisk together paleo baking flour (or all-purpose flour), ground ginger, baking soda, ground cinnamon, ground cloves, and salt.
In a stand mixer with the paddle attachment (or with a hand mixer) cream together butter and sugar until light and fluffy, a few minutes of mixing. Then add in egg, water, and molasses. Finally slowly mix in the dry ingredients until the dough comes together.
Chill dough for 30 minutes.
When ready to bake, make small tablespoon sized balls of dough out of the gingerbread dough and roll it into a ball. Coat the ball in coarse sugar and place on a baking sheet lined with parchment paper.
Bake cookies at 350 degrees for 8-10 minutes until cookies are golden brown around the edges. You should get about 36 small cookies out of this batch.
Let cookies cool completely.
Meanwhile, add butter for filling to a bowl and beat until light and fluffy. Add powdered sugar in ½ cup batches and vanilla and beat until smooth. It should be a very thick, but also light filling.
When cookies are cooled, add about a tablespoon of filling to each sandwich.
Cookies are fine stored at room temperature for a day or two in an airtight container.