Start by sifting the all-purpose flour, cornflour, and fine salt together into a bowl, mixing them well. In the bowl of a mixer, beat the room-temperature butter and sugar with the whisk attachment for about 5 minutes, until the mixture becomes fluffy and light in color. Add one egg and beat well to incorporate it into the mixture, then add the second egg, continuing to beat until you achieve a fluffy texture. Stir in the vanilla extract. Gradually add the flour mixture, beating continuously, until a soft dough forms. Remove the dough from the mixer, knead it slightly, and shape it into a rectangle. Wrap the dough in plastic film and refrigerate for 30 minutes to firm up.
After chilling, roll out the dough on a floured surface into a rectangular sheet about 4-5 millimeters thick. Using Christmas-themed cookie cutters (about 4-5 cm in size), cut the dough into various shapes and place them on baking sheets lined with non-stick parchment paper. Remove the centers of these cookies with a smaller cutter to create a hole.
For the stained glass effect, place the colored candies into separate ziplock bags and crush them with a hammer. Use a tablespoon to fill the holes in the cookies with the crushed candy. Make a small hole at the edge of each cookie using the tip of a pastry cone; this will allow you to thread the cookies if desired.
Bake the cookies in a preheated oven at 170°C (338°F) for 10-12 minutes, or until they are golden brown and the candy has melted. Remove from the oven and let them cool completely. Optionally, thread the cookies and hang them on a Christmas tree for a festive display