Preheat oven to 350 degrees F. In a large mixing bowl beat granulated sugar and almond paste with an electric mixer on medium to high speed until smooth. Add butter and shortening. Beat until fluffy, scraping sides of bowl occasionally. Beat in egg whites, vanilla, and salt until combined. Gradually beat in enough food coloring until dough reaches desired shade of red. Beat in as much of the flour as you can with the mixer. Using a wooden spoon, stir in any remaining flour.
Pack unchilled dough into a cookie press fitted with a ribbon plate. Force dough through the cookie press into 2-inch-long strips onto an ungreased cookie sheet, cutting dough from press with a small knife or metal spatula and spacing strips about 1 inch apart. Sprinkle strips lightly with sanding sugar.
Bake for 6 to 8 minutes or until edges are firm but not brown. Transfer cookies to a wire rack; cool.
Spread Almond-Cherry Filling on the bottoms of half of the cookies. Top with the remaining cookies, bottom sides down.
Drain maraschino cherries on paper towels; pat dry to remove excess liquid. Set aside. In a medium mixing bowl beat butter with an electric mixer on medium to high speed for 30 seconds. Gradually beat in powdered sugar until combined. Beat in cherry liqueur and almond extract. Gently stir in maraschino cherries. Makes 2 cups.