The end of a wooden spoon works like a thumb to indent each of these small rum-flavored cookies. If any indentions fill in during baking, indent them again immediately upon removing the cookie from the oven.
Baked cookies can b be frozen before they are filled. Or fill the cookies and freeze them on a waxed paper-lined cookie sheet. Then pack frozen filled cookies between layers of waxed paper in an airtight container.
Divide the frosting into several small bowls and make each portion a different color.