Melt chocolates in double boiler over gently simmering water; stir until smooth. Take 2 cookies of similar size. Spread bottom of 1 cookie with 1 teaspoon melted chocolate. Top chocolate with second cookie, pressing gently to form "sandwich." Repeat with remaining cookies. Let cool. (Can be prepared 1 month ahead and frozen. Store between layers of waxed paper. Bring to room temperature before serving.)