Bake at 350 degrees for 15-20 minutes until a toothpick comes out clean. While the Pinkies are cooking, Mix confectioners sugar and milk, one tablespoon at a time until glaze is smooth and sort of thick.
While the Pinkies are still hot, spread the glaze evenly on top and allow Pinkies to cool and the glaze to harden.
Remove by parchment from pan and cut into squares.