Press cookie dough into cookie shot molds. Bake on a sheet tray for 20 to 25 minutes. Remove and cool completely.
In a saucepan, add milk and bring to a simmer. Remove from heat and stir in white chocolate and sugar until melted and combined. Add coffee and chill in fridge for 1 to 2 hours. Fill cookie cups with coffee mixture and top with whipped cream and sprinkles.