Preheat oven to 180°C (or 160°C fan bake).
Add butter and sugar to a mixing bowl or to the bowl of stand mixer. Use an electric beater or the stand mix to mix on high until fluffy and light in colour.
Crack in egg and add milk and vanilla extract. Beat again until well combined. Add Shrewsbury Mix and stir well to combine.
Divide the dough in half and flatten each half into discs. Lightly flour each piece of dough and wrap in cling film. Place the rolled dough in the fridge to chill for 30 minutes.
Once the dough is chilled, use a rolling pin to roll out both pieces of dough on a floured surface until each is about 4mm thick. Use a round cookie cutter (with crinkled edges if you have one) to cut out as many cookies as you can. Re-roll the leftover dough and repeat until all dough has been used. Use a small cookie cutter to cut out a small circle from the middle of HALF the cookies. These will be the tops of each Shrewsbury.
Transfer all cookies to two lined oven trays making sure they are well spaced apart. Bake the cookies, in batches if needed, for 8-10 minutes, swapping the trays halfway through cook time, until just golden. Remove from the oven and allow to cool on the trays for 10 minutes before transferring to a cooling rack.
Once the cookies have cooled, spoon 1-2 teaspoons of Raspberry Sauce on the bottom biscuit and place the biscuit with the centre cut out on top. Press them together so that the jam comes slightly through the shape on top. Store in an airtight container.