Cook raspberries, water, vanilla, and sugar in a pot.
Blend the mixture with an immersion blender to remove berry chunks.
Mix cornstarch with cold water and add to the pot.
Stir until the raspberry mixture thickens.
Remove from heat and cool down.
Roll out the marzipan into a rectangle between 2 sheets of parchment paper, about 24x36 cm.
Cut the marzipan into 24 small squares, about 6x6 cm.
Punch out shapes in half of the squares and put raspberry filling on the other half.
Place the squares with the hole on top of the ones with filling and press each cookie together at the edges with a fork.
Put the raspberry cookies and punched-out shapes on a baking tray and bake for about 15 minutes at 175 degrees Celsius (347 degrees Fahrenheit).
Keep an eye on them; when they brown at the edges they are done, and the small shaped cookies should be taken out after 7-8 minutes.
Cool on a wire rack - they will become crispy once cooled.
Serve and enjoy ?