This is the cookie version of a cinnamon bun. Bet you can't eat just one. (no nuts; no egg)
2 cups all-purpose flour
1 cup butter
250 g cream cheese
1/4 cup granulated sugar
First make the dough. In a large mixing bowl, combine the flour, butter, cream cheese and sugar. Beat mixture together with an electric mixer until it forms a pliable dough. With well-floured hands, divide dough into two pieces and cover in plastic wrap. Refrigerate for an hour or so.
In a small bowl, stir together the sugar and cinnamon filling mixture. Working with one piece of dough at a time, roll it out on a well-floured surface to form a 10 x 12 in. (25 x 30 cm) rectangle. Sprinkle the surface evenly with half of the cinnamon sugar mixture (save the rest for the other half of the dough). Starting at one of the longer edges, roll up as tightly as humanly possible into a compact cylinder. Place on a tray or baking sheet and set aside. Repeat with the remaining dough, then place the rolls into the refrigerator or freezer for at least 30 minutes to firm up.
Preheat the oven to 375°F (190°C). Line a baking sheet (or two) with parchment paper. Remove the rolls of dough from the refrigerator. With a sharp knife (make sure your child is old enough to be able to use it safely) cut the dough into ¼ in. (0.5 cm) slices. Place slices on the prepared baking sheet, about 1 in. (2 cm) apart. Bake for 15 to 20 minutes, or until the cookies are firm on top and lightly browned on the bottom. Remove to a rack to cool.
Stir together the icing sugar and the milk until smooth. Place the rack of cooled cookies over a sheet of waxed paper or a baking sheet (to catch the drips) and drizzle the glaze evenly the cookies. Let the glaze set before devouring.