1. For the Cookies, preheat oven to 350°F. Mix flour, cocoa powder, baking soda and salt in medium bowl. Set aside. Mix buttermilk, food color and vanilla in small bowl.
2. Beat butter and brown sugar in large bowl with electric mixer on medium-high speed until light and fluffy. Add egg; mix well. Add flour mixture alternately with buttermilk mixture, beating on low speed after each addition until smooth and scraping down sides of bowl occasionally. Spoon 1 tablespoon of batter, 2 inches apart, onto parchment paper-lined baking sheets. (Cookies will spread so avoid crowding them on baking sheet.)
3. Bake 8 minutes or until cookies are puffed and spring back when touched, turning baking sheets halfway through baking. Cool on baking sheets 1 minute. Remove to wire racks; cool completely.
4. For the Vanilla Filling, beat butter, confectioners' sugar, marshmallow cream and vanilla in medium bowl with electric mixer on medium speed until light and fluffy. To assemble whoopie pies, place about 1 tablespoon filling on flat side of 1 cookie. Top with a second cookie, pressing gently to spread the filling. Repeat with remaining cookies. Roll edges of cookies in chopped pecans. Store whoopie pies between layers of wax paper in airtight container in refrigerator up to 5 days. Test Kitchen Tip:
Stir 1/4 teaspoon McCormick® Ground Cinnamon into the Vanilla Filling.