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To make the streusel: Preheat the oven to 350°F. Lightly grease a baking sheet, or line it with parchment.
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In a medium bowl, combine the flour, sugar, cinnamon, and salt.
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Add the melted butter and vanilla, and mix until pea-sized crumbs form.
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Transfer the streusel to the prepared baking sheet and bake for 18 to 22 minutes, stirring once halfway through to break up any large pieces, until the streusel feels dry to the touch.
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Remove the streusel from the oven and set aside to cool completely while you make the cookie dough.
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Increase the oven temperature to 375°F. Lightly grease 2 standard muffin pans.
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To make the cookie dough: In a large bowl or the bowl of a stand mixer fitted with the flat beater attachment, combine the butter, sugars, salt, and spices until smooth and slightly fluffy, about 3 to 5 minutes at medium speed. Add the egg and vanilla, mixing until combined.
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Add the flour, baking powder, and baking soda and mix to combine. Stop and scrape down the sides of the bowl as needed.
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Add the oats and mix until evenly distributed.
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Allow the dough to rest at room temperature while you prepare the caramel candies for the filling.
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To make the caramel centers: Unwrap the soft caramel candies and roll 2 together to form a large caramel ball. Place the salt in a small bowl and set aside.
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To assemble the cookies: Using a jumbo cookie scoop, portion a ball of cookie dough (about 46g each or 2 tablespoons). Roll one large caramel ball in table salt, then press it into the center of the portioned cookie dough. Use your fingers to completely cover the salted caramel ball with cookie dough. Place into the prepared muffin pan and gently press down to fill out the well.
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Repeat with the remaining cookie dough and caramel candies.
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Use a pastry brush to brush the tops of the cookies with the milk and sprinkle a heaping tablespoon of streusel on top. Gently press the streusel into the cookie.
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Bake for 14 to 18 minutes, until the cookies are set and the edges are lightly browned.
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Remove from the oven and cool in the pan for 15 to 20 minutes before transferring to a rack.
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Cookies are best served warm, when the caramel centers are at their gooiest.
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Storage information: Store leftover stuffed cookies, well-wrapped, at room temperature for several days; freeze for longer storage. To reheat stuffed cookies for the gooiest eating experience, heat for 5 to 10 seconds in the microwave.
