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Before you start baking, make space in your freezer for a tray of biscuits. Now, make the biscuits. Put the butter and icing sugar in a large bowl, mash together with a wooden spoon then beat until smooth. Add the egg yolk, vanilla, milk, flour and a pinch of salt, and mix again. Tip onto your work surface and knead briefly until evenly mixed. Wrap in cling film, pat into a disc and chill for 20 mins.
Heat oven to 180C/160C fan/gas 4 and line 2 baking sheets with baking parchment. Dust the surface with a little flour, unwrap the dough and roll to about 1/2cm thickness. Use a 6cm cookie cutter to stamp out as many discs as you can, then re-roll the trimmings to cut out more – you should get about 30 in total. Place on the baking sheets and bake for 10-12 mins, swapping the trays over halfway through. Cool on a wire rack.
Flip all the biscuits over so the base is now facing up. Transfer the marshmallow fluff to a piping bag fitted with a plain round nozzle. Dollop 1 tsp jam in the middle of half the biscuits, make sure to leave a border as they will spread once sandwiched. Pipe a large blob of marshmallow fluff on each of the other half of the biscuits. Sandwich the biscuits together, so each has marshmallow fluff and jam in the middle, then freeze for 30 mins to firm up.
Melt 2/3 of the chocolate in short bursts in the microwave or over a pan of gently simmering water, once melted add the remaining chocolate and stir until its all melted. Remove the tray from the freezer and have a cooling rack to hand, set over a tray to catch any chocolate drips. Dunk each biscuit sandwich into the chocolate so it’s completely submerged, then transfer to the cooling rack and leave to set. Eat the biscuits within 3 days.
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