Making it by hand- In a medium bowl whisk together flour, baking powder, sugar and salt. Make a well in the centre and add the butter, egg and vanilla. Mix with a fork until almost combined, move to a lightly floured flat surface and gently knead until dough is well combined and soft. Wrap in plastic and refrigerate 30 minutes at least.
Making it with a food processor - In the food processor add butter and sugar pulse to combine slightly a few time, add egg and vanilla, combine until smooth add flour mixture pulse a few times until almost combined. Move to a lightly floured flat surface and gently knead until the dough is well combined and soft (this won't take long). Wrap in plastic or parchment paper and refrigerate for at least 30 minutes.
FOR THE APPLE FILLING
While the dough is in the fridge prepare the filling, in a medium pot add butter, brown sugar, cinnamon and diced apples, mix together and cook on low to medium heat for 5 minutes, cover and cook for another 5 minutes, stir the mixture occasionally and watch that it doesn't burn (at this point gently squish with a fork, but do not make a cream, leave diced apples almost whole), if apples are not soft continue to cook for another 5 minutes on low uncovered. Remove from heat and let cool completely.
Pre-heat oven to 350° (180° celsius). Line one or two cookie sheets with parchment paper.
Remove dough from the fridge and roll dough out on a floured flat surface to 1/8 inch (2 mm) cut with a round cookie cutter approximately 28 circles (2 1/4 inch / 6 cm size), place 14 circles on prepared cookie sheet, place a heaping teaspoon of apple filling on each circle, gently spread the filling, be sure not to go over the edge, cover with another circle and close the edges with a fork (I lightly wet my fingers and closed the edges). Brush with a little milk and then sprinkle with a mixture of sugar and cinnamon (2 tablespoons sugar and 1/2 - 1 teaspoon cinnamon mix well), bake for approximately 15 minutes or until golden. Remove from oven, let cool or eat warm. Enjoy!