In large mixing bowl, combine all dough ingredients. Mix to combine & then knead with your hands until dough comes together & forms a ball.
Wrap ball of dough in saran wrap & place in refrigerator for 1 hour minimum.
In food processor, combine all filling ingredients. Puree until smooth. Set aside.
Remove dough from fridge & preheat oven to 350F.
Slice dough into 4 equal (roughly) pieces. Begin with the first piece & roll it with your hands into a snake shape (long & thin). Place that dough onto a piece of saran wrap. Fold the side closest to you over the dough & press down until it is flat. Repeat using the other side of saran wrap. Open saran wrap & gently roll the dough until it is roughly 4 inches wide. Trim edges until even & then pipe filling down the center of the dough. Using the saran wrap, fold one side of the dough on top of the filling. Gently press down. Repeat using the other side of the dough to close the cookie. Press down & then remove saran wrap.
Cut cookies into desired size (roughly 1 inch) & place on baking sheet. Repeat until all dough has been used.
Bake 12-14 minutes. Let cool completely. In small mixing bowl, combine milk & powdered sugar. Drizzle over cooled cookies, top with sprinkles, serve, & enjoy!