Preheat oven to 350 degrees.
Place one color of the candies into a resealable sandwich bag and seal shut. Place between a towel and use a rolling pin to crush the candies.
Cream butter and sugar together in a bowl with a mixer until fluffy, about 3-5 minutes.
Add eggs and beat well.
Add vanilla and beat.
Beat in flour, 1 cup at a time, jsut until combined.
Fold dough onto plastic wrap and flatten. Refrigerate for an hour, or up to 24 hours.
Remove from fridge and divide dough into thirds. Roll dough onto a floured surface with a rolling pin until about ¼" thick.
Use a snowflake cookie cutter to cut out dough.
Use an apple corer to cut out the center.
Place cookies onto a baking sheet lined with parchment paper.
Fill each center cavity with about ½ teaspoon crushed candies.
Bake for 5-9 minutes or until set and edges just begin to brown.
Cool on pan for 5 minutes and remove to a cooling rack to finish cooling.