Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper and set aside.
In a medium bowl, whisk together the flour, baking powder, and salt. Set aside.
In a large mixing bowl, cream the softened butter, granulated sugar, and brown sugar together using an electric mixer until light and fluffy, about 2–3 minutes.
Add the egg and vanilla extract to the butter mixture and mix until fully incorporated.
Gradually add the dry ingredients to the wet ingredients, mixing on low speed. Add milk as needed until a soft, pliable dough forms.
Turn the dough out onto a lightly floured surface and roll it into a rectangle about ¼-inch thick.
In a small bowl, mix the brown sugar and cinnamon for the filling. Brush the rolled dough with melted butter, then sprinkle the cinnamon sugar evenly over the surface.
Starting from the long edge, roll the dough tightly into a log, similar to making cinnamon rolls.
Using a sharp knife, slice the log into even rounds about ½-inch thick.
Place the cookie slices on the prepared baking sheet, spacing them about 2 inches apart.
Bake for 10–14 minutes, or until the edges are lightly golden and the centers are set.
Remove from the oven and allow the cookies to cool on the baking sheet for 5 minutes before transferring to a cooling rack.
While the cookies cool, prepare the glaze by whisking together powdered sugar, milk, and vanilla extract until smooth.
Drizzle the glaze over the slightly warm cookies and allow it to set before serving.