Sort candies by color. Unwrap and place each color in a different resealable plastic bag. Seal the bags and place on a durable surface such as an old cutting board. Use a rubber mallet or rolling pin to break the candies into small pieces. Repeat until all of the candies are broken. Empty the candy pieces into small bowls.
Mix each pound cake mix with ½ cup butter and 1 egg. Mixture will be a bit crumbly.
Prep your cookie sheets by covering with foil, then spraying with nonstick spray. Preheat oven to 350°.
Roll out dough on a lightly floured surface to about 1/8-inch thickness. Use large cookie cutters to cut the dough into shapes. Use smaller cookie cutters to take out the centers. Place cookies on prepared cookie sheet. Fill the centers with ½ to 1 tsp. crushed candies, being careful not to spill them on the cookie.
Bake 7-9 minutes or until the candies melt completely and the cookies look dry and just start to brown. Cool completely; gently peel the cookies off the foil.