Combine the cornstarch with ¼ cup of the milk and whisk until smooth.
Add the cornstarch mixture, along with the rest of the milk, sweetened condensed milk, and egg yolks to a medium-sized pot. Whisk until everything is combined.
Heat over medium heat until mixture comes to a boil, about 20 minutes. Whisk constantly. Let boil for 2-3 minutes while still whisking, then turn off heat. Allow custard to cool for about 20 minutes.
Pour custard mixture over a fine mesh strainer and into a large bowl. Cover with plastic wrap and chill in the refrigerator until completely cool.
Grab a muffin pan. Form the premade cookie dough into equal-sized balls and place one dough ball in each of the 12 muffin cups and press them flat. Bake in a preheated 350°F oven for 18-22 minutes. Once baked, allow them to cool for about 20 minutes.
Using a small glass or measuring cup, gently press down on the center of each cookie cup, creating a cup-like shape. If the cookie cups do not hold their cup shape in the pan, allow them to cool a little while longer, then try again. Once the cups are formed, allow them to cool completely.
Spoon or pipe the cooled custard into the cookie cups. Serve immediately or keep refrigerated.
OPTIONAL: Top with whipped cream, if desired.
OPTIONAL: You can add 1 teaspoon of vanilla extract to the custard mix, if desired.