Once the cookies have completely cooled you can ice them. Add the sifted powdered sugar, milk and vanilla to a medium bowl. Stir until you get it as combined as you can. Your icing will be very thick. You will not be able to get it fully combined and that is ok. Very gently dip the top of the cookies into the icing (sometimes a circular, rocking motion helps to not completely coat it so you can have part of the cookie coming through). Set them back on the cooling rack. It will take a few hours for the icing to completely harden. Don’t place them on top of each other in a container until they are completely hardened.