Cookie cups: Preheat your oven to 350 degrees F. Spray a mini muffin tin liberally with cooking spray. Use an electric mixer to cream the sugar and butter. Add in the egg and vanilla extract, beat to combine.
In a separate bowl, combine the sour cream, salt, and baking soda. Add the flour and sour cream to the butter mixture, beat again until smooth. Add 2-3 TBSP of holiday sprinkles to the batter for a festive cookie appearance and mix.
Use a 2 TBSP cookie scoop and put one dough ball in each mini muffin cup. Place the cookies in the preheated oven and bake for 15-18 minutes, keep an eye on them so they don't get too browned. Once the cookies are removed from the oven, use a small measuring spoon to make an indent in the middle of each cookie, creating a well for the fudge filling to go. Let the cookie cups cool in the pan for 10-15 minutes, then gently run a thin knife along the sides to pop them out.
Fudge filling: In a microwave safe bowl, combine the chocolate chips and sweetened condensed milk. Stir gently, then microwave on high for 1-2 minutes. The mixture may not look melted but give it a few gentle stirs and you’ll see it’s heated well enough. Add in the vanilla extract and stir again until smooth.
Transfer about ¾ of the fudge into a quart-sized ziplocked bag, squeeze it into a corner, and snip a small piece of the corner off. Now you can easily pipe the fudge into the cookies! If your fudge gets too solid, just pop it back in the microwave for 10-15 seconds.
Assemble: Cut the rounded part off the candy canes and adhere them to the side of each cookie cup with the melted white chocolate. This is really easy-just put white chocolate on the cut portion of the candy cane, press it to the side of the cookie cup, then set it down on the counter until white chocolate is solid. After about a minute, the candy cane handle is well attached to the cookie cup! Pipe the fudge into each cookie cup, then place several tiny marshmallows on the top. Let them cool. Serve and enjoy!