You will need a non-stick cookie sheet and a cone-shaped mold (available a bakery supply stores) to make these cones. If they end up with a hole in the bottom, plug the hole with a mini-marshmallow.
3/4 cup sugar
1 large egg
2 tablespoons butter, melted and cooled
1 teaspoon vanilla extract
1/4 cup milk
1/2 bup all-purpose flour, sifted
Preheat oven to 300 F. In medium mixing bowl, beat the sugar into the egg until it is thickened and pale yellow. .Beat in the butter, vanilla, and milk. Gently stir in the flour. Grease a large non-stick cookie sheet and spread 1.5 tablespoons of the batter into a 6 inch circle using a thin, flexible spatula. Bake for 15 minutes or until lightly browned. Remove each cookie from the sheet and wrap around a cone-shaped mold, sealing the point. The cookies harden as they cool so work as quickly as you can.