All Hamentashen that I've seen have three sides and all Hamentashen have filling.
Why is that?
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Unfortunately, this is nothing more than a common misconception which stems from ignorance and from a lack of proper education in certain communities. Hamentashen are not required to have 3 sides. There's a famous derasha from the spelling of the word haman: just like a מ has 3 sides, a ה has two and a half, and a ן has one and a bit, so too a hamentashen: as long as it has one side and a bit of a second, it's permissible.
Hamentashen comes from the words "Haman Tish" -- the Table of Haman in Yiddish.
Therefore, since there were three people by Haman's party they needed a three sided table( both Haman and Achashveirosh considered themselves to be the most important people in Persia and wouldn't want to sit with Esther).
The Hamentash represents the Table on which they (Haman,Esther and Achashveirosh) sat and the filling represents the food which they ate. (From where the custom to give a "last meal" came).
Why does it have three sides?
If it had four sides it would need tzitzis! (I can't take any credit for this answer: it's older than I am.)
Why is it filled?
Consider Rus 1:20–21:
We see from there that that which might be expected to be filled but is in fact unfilled is bitter.
Hamentaschen, of course, are expected to be filled (ask anyone), so leaving them unfilled would make them bitter, and who wants to eat a bitter hamentasch?