Preheat oven to 350° F.
Divide cookie dough into 24 pieces. Roll each piece into a ball and roll in sugar to coat. Discard any remaining sugar.
Fill a well-greased 24-cup mini muffin tin with cookie dough balls. Bake at 350° for 15 minutes.
While cookie cups are baking, chop peach pie filling (you should use 1/2-3/4 of the can) and prepare streusel. To prepare streusel, combine ingredients in a small bowl and use a fork to blend until the mixture resembles large crumbs. Set aside.
Remove cookie cups from oven; press in the center of each cookie cup using a wooden handle or the bottom of a shot glass.
Fill each with peach pie filling and top with streusel.
Return to oven and bake for an additional 5 minutes or until edges are golden brown.
Remove from oven, cool completely, and gently remove from pan.
Combine powdered sugar and milk; drizzle over cooled cookie cups.