To prepare the filling, add the filling ingredients to a medium-size bowl and mix with a spatula until evenly incorporated. Place the mixture into an airtight container and refrigerate for 8 hours, or overnight.
To prepare the cookie dough, combine the flour, baking powder, baking soda, and salt. Set aside. In the bowl of a stand mixer fitted with a paddle attachment, cream the butter, cream cheese, and both sugars. Add the egg and vanilla and mix until incorporated. Add the flour mixture in two batches, alternating with the milk.
Remove the dough from the mixing bowl and form it into a disc. Wrap the dough in plastic wrap and refrigerate for 6 hours, or overnight.
To bake the cookies, preheat the oven to 350°F. Line two cookie sheets with parchment paper and set aside.
On a lightly floured surface, roll out the now-chilled dough until it's 1/8'' thick. Lightly flour two round cookie cutters, one 2–1/2'' and one 3''. Press them into the dough to shape your cookies.
Place the 2–1/2'' cut circles onto the prepared cookie sheets. Spoon one heaping Tbsp of the filling and place it in the middle of each circle. With a little bit of water, lightly wet the edges of the cookie with your fingers. Top each with a 3'' round cutout. Seal the edges together, pressing with your fingers and cut a small slit right over the filling of each cookie.
Bake for 14–16 minutes, or until lightly browned. Move the cookies to cooling racks.
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