In the bowl of your stand mixer (with paddle attachment fixed) add the butter, granulated sugar and brown sugar. Mix until pale and creamy. Add the cocoa powder, melted chocolate, baking powder and salt. Mix until thoroughly combined. Beat in each egg, one at a time, and then mix in the milk and vanilla extract. Add the flour and mix until just combined. Do not over mix.
Divide the dough in two and wrap each separately in plastic wrap. Place in the fridge to chill for at least 1 hour.
Preheat your oven to 375 degree F and line two large cookie sheets with parchment paper or a silicone baking mat. Flour a work surface, and unwrap your cookie dough. Roll each portion out to 1/4 of an inch thick, then cut shapes out of the dough. I used a 2-inch star-shaped cookie cutter. Take half of your cut out cookies, and taking a small round cookie cutter cut out the center.
Place the cookies with the holes and without onto the prepared baking sheets. Bake the cookies for 7-8 minutes or until just firm on the edges. Remove from heat and transfer to a wire rack to cool completely.
While the cookies are cooling, prepare your dark chocolate fudge filling. In the bowl of your stand mixer (with paddle attachment fixed), combine the melted chocolate, cream cheese, confectioner's sugar, vanilla extract and milk. Mix until combined and the filling has reached a spreadable consistency.
Spread the filling onto the cookies without the cut out. Top with the cookies that have the cutouts. Store the cookies in an airtight container for about a week, and enjoy!