Place the dried cranberries into a food processor or mini chopper, and process until the cranberries are chopped into small pieces. Set aside.
Cream together the butter and confectioner's sugar for 3 minutes on medium speed. Scrape the bowl a couple of times during the mixing, it should be smooth. Add in the vanilla extract and beat the mixture on low to incorporate it.
In a separate large bowl whisk together the flour and salt. Add this into the butter mixture and mix together on low speed, scraping down the bowl often, until the dough has come together. Sprinkle in the chopped up cranberries and pulse the mixer, until they are all incorporated into the dough.
Turn the dough out onto a lightly floured area. Squeeze the dough together just a couple of times so that it is smooth. Wrap the dough in plastic wrap and refrigerate it for 30 minutes.
Cut out the cookies:
Preheat oven to 325° F. Line a large baking sheet with parchment paper.
Place the chilled dough on a large piece of parchment paper. Move the dough to one side of the parchment and fold the other half of the parchment over the top of the dough.
Use a rolling pin to roll the dough inside the parchment to a ¼-inch thickness. (Tip: on a toothpick, measure up from the tip ¼-inch and mark it with a Sharpie. To see if your dough is at ¼-inch thickness, poke the toothpick into the dough and check it against the mark.)
Use a diamond-shaped cookie cutter (mine is 3 inches by 2 inches) and cut cookies from the dough. Place the cookies onto the parchment-lined baking sheet, leaving about 2 inches between them.
Roll scraps together and continue cutting cookies to fill the baking sheet. (Note: keep the rest of the dough wrapped in the fridge until you're ready to roll and cut the next batch.)
Lightly cover and chill the cut cookies for 20 minutes before baking them.
Use a pastry brush to brush the tops of the cookies with the milk.
Bake the cookies for about 18-20 minutes, only until the edges of the cookies just barely show a little color. Carefully remove the cookies to a cooling rack.
Continue rolling, cutting, and brushing with milk the rest of the dough until all of the cookies are done.
Assemble the sandwich cookies:
Once the cookies are cool, spread about 2 teaspoons of Nutella onto the bottom of one cookie. Press the bottom of a second cookie over the Nutella to create a sandwich - press the cookies lightly together until the chocolate is visible at the edges.
Repeat this with the rest of the cookies and Nutella.
The sandwiched cookies can be stored wrapped or in an airtight container for up to 4 days. Makes about 16 sandwich cookies.
A food processor is the easiest way to chop the dried cranberries, but you can also do it with a sharp knife. You want to chop them into very small pieces so that they make their way through more of the butter cookie dough.
The chilling times are important, to make the dough easier to handle before cutting the shapes and to keep the cookies from spreading too much while baking.