Preheat your oven to 350°F (175°C).
In a large bowl, sift together the flour, cocoa powder, baking soda, baking powder, and salt.
In a separate bowl, cream together the butter and granulated sugar until light and fluffy.
Add in the egg and vanilla extract, mixing until just combined.
Gradually add the dry mixture to the wet mixture, alternating with the milk, and mix until smooth.
Use a cookie scoop or spoon to drop batter onto a lined baking sheet, spacing them about 2 inches apart.
Bake in the preheated oven for 10 to 12 minutes, until the edges are firm but the centers are soft.
Remove from the oven and let them cool on the baking sheet for a few minutes before transferring to a wire rack.
While cooling, prepare the filling by beating the cream cheese, powdered sugar, and vanilla until smooth and fluffy.
Pair up the cooled chocolate cakes by size and spread a generous amount of filling on the flat side of one pie, then top with its pair.
Enjoy immediately or store them in an airtight container.