For the dough: Add the flour to a large mixing bowl and make a well in the center. Drop the milk, salt and egg into the center. Mix with your hands until the dough sticks together. Wrap in plastic wrap and chill for 20 minutes. Place the dough on a floured surface and roll out to about 1/8-inch thick. Cut out 12 circles using a cookie cutter.
For the filing: Boil the garlic and potatoes and in a large pot of boiling salt water until fork-tender, about 15 minutes. Drain. Mash together the potatoes, garlic, Cheddar, cream, vinegar, butter, salt, green onions and pepper to taste in a medium bowl.
For assembly and cooking: Place some potato mixture on half of a circle of dough. Fold the other half of the circle over the potato mixture and seal using a fork. Repeat with the remaining dough and filling. Lay out the prepared pierogies on a large baking sheet and cover with a dish towel. Fill a large pot with water and bring to a boil. Drop in the pierogies 4 at a time and cook uncovered until they float to the surface, about 10 minutes. Drain. Heat 2 tablespoons canola oil in a pan and sear the pierogies until golden, about 45 seconds per side. Mix together the sour cream and gherkins in a bowl. Heat some canola oil in a medium pan over medium-high heat. Add the onions and fry until dark and crispy, 3 to 5 minutes. Drain. Top the pierogies with the fried onion slivers and serve with sweet gherkin sour cream.