Combine together the flour, xanthan gum, baking powder, baking soda and salt.
In another bowl beat together the butter and sugar until creamy, about 3 minutes. Beat in the egg, vanilla and milk, then add the flour mixture stirring until dough is smooth.
Cover dough with plastic wrap and chill for 1 hour.
Use a small cookie scoop (1 1/4" diameter) and place dough onto a parchment lined baking sheet. Flatten balls slightly.
Bake at 350°F for 15-17 minutes, until just start to turn golden. Allow to cool for 30 minutes then bake again for 10 minutes (middle rack) - this will give them that dry biscotti-like texture.