1. Preheat the oven to 350°F and line baking sheets with parchment paper.

2. In a large mixing bowl, beat the softened butter, brown sugar, and granulated sugar until light and fluffy.

3. Add the eggs one at a time, mixing after each addition, then stir in the vanilla extract.

4. In a separate bowl, whisk together the flour, baking soda, salt, and cinnamon.

5. Slowly mix the dry ingredients into the wet ingredients until a soft dough forms.

6. Add the milk and continue mixing until fully combined.

7. Cover the dough and refrigerate for 30 minutes.

8. In a small bowl, combine the coating sugar and cinnamon.

9. Scoop portions of dough and flatten each piece slightly in your hand.

10. Place one caramel candy in the center of each dough portion.

11. Wrap the dough completely around the caramel and roll into smooth balls.

12. Roll each dough ball in the cinnamon sugar mixture.

13. Place the cookies onto the prepared baking sheets with space between them.

14. Bake for 10 to 13 minutes or until the edges are lightly golden.

15. Allow the cookies to cool on the baking sheet for several minutes before transferring to a wire rack.

16. Serve warm for the best gooey caramel texture.