Heat oven to 350°F. Line cookie sheet with cooking parchment paper.
Remove dough from package; knead in red food color until dough is desired shade. Shape dough back into original log shape; cut into 18 slices. On cookie sheet, place slices 2 inches apart.
Bake 6 to 10 minutes or until set. While still warm, cut cookies with 3-inch heart-shaped cookie cutter. In 6 of the cookies, use small round cookie cutter to cut out center of heart. Gently remove cutout portion of cookie. Cool 5 minutes; remove from cookie sheet to cooling rack. Cool completely.
In small bowl, mix powdered sugar, milk, corn syrup and vanilla with whisk until smooth. Tint with red food color. Spoon icing into decorating bag fitted with small round tip or small resealable food-storage plastic bag with tiny corner cut off.
For each sandwich cookie, pipe red icing around top edge of 1 whole heart cookie. Top with 1 heart cookie with cutout center; pipe red icing around edge of heart. Fill hole in center with candies. Top with second whole heart cookie.