Heat oven to 375°F. In large bowl, beat granulated sugar and butter until light and fluffy. Add egg; beat well. Alternately add flour and milk to butter mixture, mixing until well combined. Add cooled chocolate; blend well. If necessary, cover with plastic wrap; refrigerate 30 minutes for easier handling.
Fit cookie press with serrated bar template. Place dough in cookie press; press long strips onto ungreased cookie sheets. Cut strips into 4-inch pieces.
Bake 5 to 7 minutes or until edges are light brown. Immediately remove from cookie sheets; cool slightly. Sprinkle with powdered sugar.