Preheat the oven to 190ºC / 370ºF. Grease and flour a baking sheet, or line it with parchment paper.
Beat butter and sugar. Add the egg, milk and vanilla extract.
Gradually add the dry ingredients. Knead just until the dough comes together, but do not overdo it. Chill for 20 minutes.
Roll out the dough on a floured surface. If needed, sprinkle the top with a little flour to prevent it from sticking. Cut dough into shapes with cookie cutters and bake them.
Let them cool, brush them with melted butter and dip them into the sugar and cinnamon mixture.