Beat the eggs and sugar with an electric mixer until frothy. Add the butter, milk and vanilla extract and mix until combined. In a separate bowl, combine the flour and salt. Add to the batter and mix until combined. Divide the batter into 2 bowls and dye them red and green. Pour into containers with easy pour spouts.
Swirl both colors of batter onto a waffle cone maker and cook for one minute. Roll it into a cigar shape and hold with tongs until stiffened, about 1 minute. Repeat with the remaining batter.
Make the filling:
Beat the cream cheese and butter with an electric mixer until pale and fluffy. Add the vanilla extract, peppermint extract and confectioner’s sugar and beat until combined.
Place in a piping bag fitted with a round piping tip.
Pipe the filling into the cigar and sprinkle Christmas sprinkles on the ends. Enjoy!