Prepare cookies according to package directions.
While cookies are baking add powdered sugar and butter into the bowl of a mixer and mix until combined.
Slowly add in vanilla and evaporated milk and continue to mix until desired consistency is reached.
Add cinnamon and stir to combine.
Scoop frosting into a piping bag.
Let cookies cool on cooling rack for 5 minutes before adding frosting.
Top bottom of cookie (the flat side) with frosting and place the flat side of a second cookie on top of frosting.