In a large bowl, whisk together flour, baking powder, baking soda, and salt until well combined.

In a separate bowl, cream together butter, brown sugar, and granulated sugar until light and fluffy.

Beat in the egg and vanilla extract before gradually mixing in the dry ingredients until just combined.

Shape the dough into disks, wrap in plastic, and refrigerate for at least 1 hour.

Prepare the filling by combining brown sugar, cornstarch, and cinnamon in a small bowl.

Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper.

Roll out the chilled dough to a ¼-inch thickness, cutting it into rectangular shapes.

Take half of the rectangles and spoon about 1 tablespoon of the filling onto each.

Seal the edges with remaining rectangles and brush tops with milk.

Bake for 12-15 minutes until lightly golden; cool for 5 minutes before transferring to a wire rack.

Prepare icing by mixing powdered sugar with enough milk for desired consistency.

Once cooled, drizzle icing over the tops and add sprinkles.