Step 1: Prepare the Cookie Dough

1. Cream the Butter and Sugar: In a large mixing bowl, cream together the softened butter and sugar until light and fluffy, about 2-3 minutes. This step is essential for achieving a light, crisp cookie.
2. Add the Egg and Vanilla: Beat in the egg and vanilla extract until well combined. The egg helps bind the ingredients together and gives structure to the cookie.
3. Add the Dry Ingredients: Add the salt and gradually mix in the flour until a soft dough forms. Avoid overmixing, as this can make the cookies tough.
4. Chill the Dough: Wrap the dough in plastic wrap and refrigerate for at least 20 minutes. Chilling the dough makes it easier to shape and helps prevent the cookies from spreading too much in the oven.

Step 2: Shape and Bake the Cookies

1. Preheat the Oven: Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
2. Shape the Dough: Scoop small amounts of dough (about 1 teaspoon each) and roll them into small, oblong shapes, about 2 inches long. Milano cookies are traditionally oval, so gently flatten each dough piece into an oval with your fingers.
3. Space the Cookies: Place the shaped cookies on the baking sheet, spacing them about 2 inches apart, as they will spread slightly during baking.
4. Bake: Bake the cookies for 10-12 minutes or until the edges are just beginning to turn golden. The centers should remain light in color for the classic Milano look.
5. Cool: Allow the cookies to cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.

Step 3: Make the Chocolate Filling

1. Melt the Chocolate: In a microwave-safe bowl, melt the chocolate in 20-second increments, stirring after each, until smooth. Alternatively, you can melt the chocolate over a double boiler.
2. Add Cream and Vanilla: Stir in the heavy cream (if using) and vanilla extract for a smooth, spreadable texture.
3. Cool Slightly: Let the melted chocolate cool for a few minutes so it thickens slightly but is still spreadable. This makes it easier to fill the cookies without the chocolate running out.

Step 4: Assemble the Cookies

1. Spread the Chocolate: Using a small spoon or piping bag, spread or pipe a layer of chocolate on the flat side of one cookie.
2. Sandwich the Cookies: Place another cookie on top, flat side down, and press gently to spread the chocolate to the edges.
3. Set the Chocolate: Place the assembled cookies on a baking sheet and allow the chocolate to set completely. You can refrigerate the cookies for a few minutes to speed up this process.

Step 5: Serve and Enjoy

1. Serve Fresh: These cookies are best enjoyed fresh with a cup of tea, coffee, or a glass of milk.
2. Store Leftovers: Store any leftover cookies in an airtight container at room temperature for up to 3 days.