Preheat your oven to 350F
Cream your egg, butter, mayonnaise, sugar, and vanilla together in a bowl until creamy.
Add in the baking powder, flour and salt and mix with a fork until the mixture is crumbly.
If the mixture is still crumbly, mix with your hands until the dough sticks together well.
Roll the dough out on a floured surface until the cookies are about 1/4" thick.
Use the cookie cutters to cut out the large cross cookies and place them on a cookie sheet lined with parchment paper.
Use the mini cross cookie cutter and cut out a mini cross from the large cross cookies.
Use a food processor to crush the jolly rancher candies one color at a time.
Use your fingers or a spoon to put in the crushed candies into the mini cross cavity.
Bake them at 350F for 6 minutes.
Then turn the pan and cook for an additional 3 minutes.
Allow them to cool on the pan for 5 minutes before moving them to a cooling rack to cool completely.