Bite into the softest butter cookie, filled with a chewy, melted Milk Dud, and sprinkled with sugar. After forming a moist, sticky cookie dough, gently roll each cookie. Making a hollow well with your finger, drop a Milk Dud in the center then roll the dough around the dud until it is completely covered. Once in the over, the Milk Dud will melt into the soft dough, keeping it moist and creating a chocolate and nutty center.