To make filling: in a small bowl, pinch together the softened butter, flour, sugar and cinnamon until soft crumbs form.
In a separate bowl, mix together the flour, baking powder and salt. Add one half of it to the mixer, and when mostly combined, add the milk. Once the milk is mostly incorporated, add the rest of the flour.
In the bowl of a mixer, cream together the butter and sugar, scraping down the sides occasionally. Add the vanilla and egg, mix in.