These are actually peach sandwich cookies (breskvice), a traditional Yugoslavian recipe. Medena of Cafe Chocolada says that she has tried many different versions of these cookies — some from Croatian sources, and some from friends. This particular batch was from a friend's recipe, and you can find it here:
• Get the recipe: Peaches Revisited at Cafe Chocolada
You can also see more about how to make the cookies at her original post. The cookies are baked and then dipped in colored milk and sugar to make them look like peaches. They're filled with either Nutella or a combination of peach jam and cookie crumbs. Delicious!!
Related: DIY Girl Scout Cookies
(Image: Medena of Cafe Chocolada, licensed for use under Creative Commons)