While your cream cheese filling chills, you can start on the cookie dough. In a large bowl, whisk together the flour, baking powder, baking soda, and salt. Set this aside for now.
Now, in another bowl, cream together the softened butter and granulated sugar until it’s light and fluffy. You can use an electric mixer for this, but I’ve done it by hand, too – just make sure you mix it well. Add in the egg, vanilla extract, and red food coloring, and mix until everything is combined. If you want the cookies to have a deep red color, feel free to add more food coloring! I usually go a little extra on this part – it makes them look so pretty.
Gradually add the dry ingredients into the wet ingredients, alternating with the milk. Stir everything together until it’s just combined. You’ll end up with a soft, slightly sticky dough that’s perfect for shaping.