Preheat the oven to 350°F and grease a muffin pan with nonstick cooking spray. Cut a piece of parchment paper into strips and lay one strip in each cup.
Squeeze two sugar cookies together, then place the cookie dough ball in the prepared muffin pan.
While the cookies are baking, whisk together the pumpkin, egg, sweetened condensed milk, pumpkin spice, and salt.
Remove the pan from the oven and use a tart tamper to press a well into each cookie.
Fill each cookie with the pumpkin mixture and return to the oven to bake for 10 to 15 minutes, until the center of the pumpkin pie filling is set.
Allow the cookies to cool completely in the pan before serving.
Notes
Storage: Store in an airtight container in the refrigerator for up to 3 days.