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Step 1
For the cookie dough: Preheat the oven to 375 degrees F and line 2 to 4 baking sheets with parchment (use 2 if you're baking in batches, 4 only if you have them). In a medium bowl, whisk the flour, cinnamon, baking powder and salt to combine.
Step 2
In the bowl of an electric mixer fitted with the paddle attachment, cream the butter, granulated sugar and brown sugar until light and fluffy, 3 to 4 minutes. Add the eggs one at a time, mixing well to fully incorporate and scraping the bowl well after each addition. Add the vanilla and mix to combine. Add the dry ingredients in 2 to 3 additions, mixing to incorporate and gently scraping the bowl before continuing.
Step 3
Cover the dough loosely with plastic wrap. Working with a few pieces at a time, divide the dough into heaping tablespoon pieces, rolling each into a ball. Then roll each dough ball into a strand about 7 inches long. Starting at one end, form each dough strand into a spiral; it should look like a cinnamon roll when seen from above.
Step 4
For the cinnamon-sugar coating: In a small bowl, stir together the granulated sugar and cinnamon to combine. Gently press the top of each dough spiral into the sugar mixture, giving it a slight all-over coating, then transfer to the prepared baking sheets. Leave at least 1/2 inch between each spiral and stagger the rows. Bake until the cookies are browned and crisp, 18 to 20 minutes. Transfer to wire racks to cool completely.
Step 5
For the glaze: In a medium bowl, whisk together the confectioners' sugar, cream and milk; the glaze should be thin enough to easily flow off a spoon.
Step 6
Spoon 1 to 2 teaspoons of glaze in the center of each cookie, using the back of your spoon to spread it slightly and allowing it to drip down the sides naturally (see Cook's Note). Let set for 30 minutes at room temperature for the glaze to firm up. The cookies can then be stored in an airtight container in a single layer for up to 1 week.