Prepare the Cookie Dough:
Preheat the oven to 350°F (175°C). Grease or line a 12-cup muffin tin with paper liners. In a large bowl, beat together the softened butter, granulated sugar, and pistachio pudding mix until creamy and smooth. Add the egg and vanilla extract, and continue beating until well combined. In a separate bowl, whisk together the flour, baking soda, and salt. Gradually add the dry ingredients to the wet ingredients, mixing until a dough forms.

Shape the Cookie Cups:
Roll the dough into 12 equal-sized balls, about 1 tablespoon of dough each. Place each ball into a muffin cup, pressing down gently to create a small indentation in the center. You can use your thumb or the back of a spoon to press the dough down, forming a cup shape. If desired, sprinkle some chopped pistachios on top of the dough before baking for added texture.

Bake the Cookie Cups:
Bake the cookie cups in the preheated oven for 10-12 minutes, or until the edges are golden and the centers are slightly puffed. Remove from the oven and let cool in the pan for 5 minutes before transferring to a wire rack to cool completely.

Make the Filling:
While the cookie cups are cooling, make the filling. In a medium bowl, beat together the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Add the heavy cream or milk and beat until the mixture is light and fluffy. Fold in the chopped pistachios, if using.

Assemble the Cookie Cups:
Once the cookie cups have cooled completely, spoon or pipe the filling into the center of each cookie cup. Garnish with extra chopped pistachios, if desired.

Serve:
Serve immediately, or refrigerate for up to 2 hours before serving. Enjoy these sweet, nutty cookie cups at your next gathering or as a delicious snack!