Excitement is in the air and the eggnog is flowing during the Christmas season. If you’d rather eat it than drink it, here’s eggnog in cookie form.
Preheat the oven to 350 degrees and place a rack in the center. Line two baking sheets with parchment paper or nonstick foil.
Mix the flour, cornstarch, pudding mix, baking powder, salt, and nutmeg together in a medium-size bowl; set aside.
In the bowl of a stand mixer fitted with a paddle attachment, or in a large mixing bowl, using a handheld electric mixer, beat the butter and confectioners’ sugar on medium speed until creamy. Reduce the mixer speed to low and add the egg yolk; beat in the rum extract and vanilla. By hand or using the lowest speed of the mixer, add the flour mixture.
When fully mixed, transfer the dough to a floured surface and pat or roll out to about 1/8-inch thickness. Using a 1¾ inch round cookie cutter, cut out as many rounds as you can. Gather up the scraps and gently pat them down. Continue cutting out as many circles as you can. Arrange the rounds about 1½ inches apart on the prepared baking sheets. Bake one sheet at a time for 8-10 minutes, or until the edges are lightly browned. Let cool on the baking sheets for about 4 minutes, then transfer to a wire rack to cool completely.
In a medium-size mixing bowl, beat the butter, pudding mix, and confectioners’ sugar until light and creamy. Beat in the vanilla. Add enough milk to get a spreading consistency. Spread the underside of one cookie with about 2 teaspoons of the filling, then top base to base with another cookie. Repeat until all the cookies are sandwiched.