Preheat the oven to 180C / 350F / 160C fan forced. Line 2 cookie baking trays with baking paper.
Whisk together the flour, custard powder and salt in a bowl so that it's all well dispersed.
Beat the butter and sugar (using a stand mixer or handheld beateuntil light and creamy. Add the vanilla and milk and beat it through.
Add the dry ingredients and and beat just until it starts forming large clumps.
Pull the dough together and turn it out onto a lightly floured surface. Dust some flour over the top and roll it out to about 3-4mm thick (see notes if using a patterned roller).
Use a 5cm (2 inccircle cookie cutter to cut circles from the dough. Transfer them to baking trays about 1 inch apart, and bake for 10 minutes (see notes for patterned cookies). Bake in two batches as they may not all fit in the oven in one batch (or freeze half the dough for another time).
FOR THE CUSTARD CREAM FILLING
Place all ingredients - icing sugar, custard powder, butter and milk - into a medium bowl and beat with a handheld beater on low first until it all comes together then turn the beater up to med-high. Beat for 3-4 minutes, scraping down the sides of the bowl every so often.
Specialty equipment: folk embossed rolling pin, circle cookie cutter, british cookie cutters
Patterned cookies: Roll the dough first with a standard roller to about 4-5 mm thick, then swap to the patterned roller. Dust it well with flour, then in just one smooth, firm roll, roll over the top of the dough to create the pattern. Place the baking trays in the fridge for 15 minutes before baking to help keep a more defined pattern and prevent them spreading too much.