Beat butter and sugar until pale and fluffy. Then add in egg and vanilla until blended.
On low speed mix in dry ingredients, alternating with milk, until well blended. Divide dough into 4 pieces, wrap in plastic and refrigerate for an hour.
Filling: cook prunes, apricots, water and sugar in a small uncovered saucepan over medium low heat for 5 minutes, stirring 2-3 times until water is absorbed and fruit is tender. Remove from heat and stir in remaining ingredients. Cool completely.
Assembling cookies to bake: preheat to 350°F Rollout dough and pinch out round pieces with cookie cutter or drinking glass. Place 1 tbsp filling on one round and top with another, dampen sides of round to stick the two together. Cut a small cross in the top with a sharp knife.