Make the cookies: Preheat the oven to 325 degrees. Line 2 baking sheets with parchment paper. Combine the flour, cocoa powder, sugar, malted milk powder, baking soda, and salt in a large bowl. With a mixer on medium-high speed, add the vanilla and then the butter, a few pieces at a time, and mix until the dough looks like wet sand and holds together when pinched, about 5 minutes. Scrape the dough onto a sheet of parchment paper and pat into a 1/2 inch thick round. Cover with another sheet of parchment paper and refrigerate until the dough is slightly firm, aboout 10 minutes.
Roll out the dough between the parchment sheets to 1/4 inch thick. Peel off the top sheet and cut the dough into squares or rounds using 1 1/2 to 2 inch cookie cutters. Reroll the scraps and repeat. (refrigerate the dough if it gets too soft) Place the cookies 1 inch apart on the prepared baking sheets.
Bake until the cookies are set and no longer shiny, 8 to 10 minutes. Let cool 5 minutes on a baking sheet, then transfer to a rack to cool completely.
Prepare the filling: Combine the white chocolate, malted milk powder, salt and vanilla in a large bowl. Bring the cream to a simmer in a saucepan over medium heat, then pour over the white chocolate mixture and stir until smooth. refrigerate until cold, about 25 minutes. Beat with a mixer until thick and spreadable, about 1 minute.
Spread about 2 tablespoons of the filling on the underside of half of the cookies, then sandwich with the remaining cookies. Dust with the cocoa powder, if desired. Store in the refrigerator un to 5 days.