Preheat the oven to 350 degrees F and line a baking sheet with parchment paper. Slice the cookie dough into 12 equal rounds and place them on the sheet.

Bake the cookies for 10 to 12 minutes until the edges are set. Let them cool completely on the baking sheet.

Place the milk chocolate chips in a microwave-safe bowl and heat in 30-second bursts, stirring between each, until smooth.

Dip the open end of each sugar cone into the melted chocolate, then set the cone point-up in the center of each cooled cookie. Let the chocolate harden for a few minutes to hold the cone in place.

Melt the orange candy melts in a separate bowl using the same microwave method. Pipe or drizzle a thin band of orange around the base of each cone where it meets the cookie.