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Stir together flour, baking powder and baking soda. Set aside.
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In large mixing bowl beat together butter, brown sugar and granulated sugar until thoroughly mixed.
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Add egg, milk and vanilla. Beat well.
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Stir in ALL-BRAN cereal and flour mixture, mixing until combined.
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Shape dough into two 10 1/2-inch-long rolls.
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Wrap in plastic wrap, covering ends carefully.
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Refrigerate at least 2 hours or until firm.
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Slice cookie rolls about 1/4 inch thick and place on ungreased baking sheet.
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Bake at 375° F about 9 minutes or until golden brown.
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Remove from baking sheets and cool on wire racks.
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Store in airtight container.