For the cookies: Preheat the oven to 250 degrees F.
Whisk the egg whites in a bowl just until mixed. Sift in the flour and the confectioners' sugar and whisk until combined. Slowly incorporate the milk, melted butter, and the vanilla extract. On a well-greased sheet pan or silpat, add tablespoons of batter equally spaced apart from one another. Spread each thin and in a rectangular shape, using the back of a spoon. Bake the wafers just until brown around the edges, about 4 to 8 minutes. With a flexible knife or metal spatula, lift the wafers off the baking sheet while they are still hot. If they cool down, warm them briefly in the oven. Working quickly, curl the hot wafers at once around a pencil. If they harden while shaping, return them to the oven briefly until they soften.
For the chocolate: On a low simmer in a double boiler, melt the chocolate chips. Dip the end of each cigar cookie into the chocolate and place on a well-greased cookie sheet to cool. Tuck a fortune message into the inside of each of the cookies.
This recipe was provided by a chef, restaurant or culinary professional. It has not been tested for home use.