You can make your own homemade sugar cones by using a kitchen tool called a cone roller. These wooden forms are cone shaped and can be used to shape warm, pliable cookies into a familiar ice cream cone shape. You will need one cone roller for each sugar cone you make as the cookies need to cool completely before you remove them from the form.
Preheat the oven to 300 degrees and spray a baking sheet with nonstick cooking spray.
Mix together 3/4 cup white sugar, one egg, 1 tsp. vanilla, 1/4 cup milk and 2 tbsp. melted butter in a medium sized mixing bowl.
Slowly stir in 1/2 cup of flour and stir until the mixture has a uniform appearance. The batter will resemble a thick cake batter.
Pour 1 1/2 tbsp. of sugar cone batter onto the prepared baking sheet and spread the batter to form a six inch circle. Continue to make six inch circles of batter on the baking sheet leaving one inch between each circle to allow the batter to spread slightly during baking.
Place the baking sheet in the oven and bake for six to eight minutes or until the cookie has a golden brown appearance. Remove the baking sheet from the oven.
Immediately place a cone roller at the edge of each circle and roll the warm cookie into a cone shape. Pinch the end closed and leave the cone roller in place while the cone cools. Once it has cooled, the sugar cone will become hard and retain the cone shape.