Cream together the butter, shortening, and sugar until well combined. Beat in the vanilla.
Whisk together the cornstarch, flour, and salt in a separate medium bowl, and slowly add them to the butter mixture, alternating with the milk to bring together the dough. It will be crumbly, but it should come together when you press it between your fingers.
Roll the dough into 1 teaspoon sized balls. Set the balls on an ungreased baking sheet about 2 inches apart.
Bake for 9-11 minutes.
While the cookies are baking, unwrap the Hershey Kisses. Once the cookies are done, let them cool just slightly, just enough to be able to flip half of the cookies over to where the flat side is facing up. Place one kiss on top of half of the baked cookies and allow the cookies to continue to cool. Use a knife to spread the Hershey Kiss out over the cookie, then top with a second cookie to make a sandwich.