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Step 1
Prepare the Cookies: Beat butter and granulated sugar with a stand mixer fitted with a paddle attachment on medium speed until creamy, 3 to 4 minutes. Add egg yolks, 1 at a time, beating well after each addition. Beat in vanilla. Whisk together flour, pumpkin pie spice, and salt in a small bowl. With mixer on low speed, add flour mixture to butter mixture; increase mixer speed to medium, and beat just until mixture comes together, about 2 minutes. Cover and refrigerate for 1 hour.
Step 2
Preheat oven to 350°F. Line 2 large baking sheets with parchment paper. Using floured hands, roll dough into 30 (1-inch) balls. Roll each ball in sparkling sugar. Place 1 1/2 inches apart on prepared pans. Using your thumb or the back of a spoon, gently make an indentation in center of each ball.
Step 3
Bake in preheated oven 10 minutes; remove from oven, and press centers again. Let cool on baking sheets until ready to use.
Step 4
While cookies bake, prepare the Filling: Stir together canned pumpkin, sugar, egg yolk, and pumpkin pie spice until smooth.
Step 5
Assemble the Cookies: Spoon about 1 teaspoon filling in center of each cookie. Bake at 350°F until lightly browned around edges, 4 to 6 minutes. Let cool completely on pans before serving, about 20 minutes.