Set your oven to 350°F (175°C). Line two baking sheets with parchment paper or silicone baking mats.
Cream butter, brown sugar, and granulated sugar for 2–3 minutes until fluffy. Mix in the eggs one at a time, then stir in vanilla.
In another bowl, whisk together flour, baking soda, and salt. Gradually add the dry mix to the wet mix, stirring just until combined.
Mix brown sugar and cinnamon in a small bowl. Add 1–2 tablespoons of melted butter if you want a stickier texture.
Scoop the dough into 1-tablespoon balls and flatten slightly.
Spoon filling onto half the pieces, then top with another piece. Press edges together gently and crimp with a fork.
Place on baking sheets 2 inches apart. Bake for 10–12 minutes, until edges are golden and centers are soft.
Cool on the baking sheet for 5 minutes, then transfer to a wire rack.
Whisk powdered sugar, milk (or cream), vanilla, and a pinch of cinnamon in a small bowl until smooth. Add more milk if needed.
Drizzle glaze over cooled cookies. Add sprinkles or crushed cinnamon candies while the glaze is wet. Let set before serving.