Combine the dry and wet ingredients and form into a dough. Add milk until it forms a non sticky dough. Place in the fridge for 15-30 minutes. Roll out the dough in two batches between two pieces of parchment paper. Roll out into a thin sheet. Using a circular mold or cookie cutter, cut the dough and remove the excess dough to be rolled out again. Transfer parchment paper onto a cookie sheet and bake for 10 minutes. Repeat with the rest of the dough.
Let cool completely.
Filling
In a small food processor, mix together the sugar, vanilla and butter.
Place filling between two cookies and store in the fridge.