Filling
In a bowl, place the corn starch, the milk powder, the unsalted butter and the condensed milk, mix it all together very well until combined, if it still sticks to your hands, add some more corn starch.
Shape the cookies, roll them into balls and slightly flatten them.
Grease a baking tin with some butter and flour or line it with parchment paper.
Transfer these balls to the baking tin and bake in a preheated oven at 180°C (356°F) for 20 minutes.
For the filling, in a pan put the condensed milk, the milk powder and the butter, turn on the heat at low temperature and stir until it starts to unstick from the bottom of the pan.
Get a cookie, add some filling and cover the filling with another cookie. Finally, coat the cookies in milk powder.