Beat the butter on low speed in a stand mixer with the paddle attachment or a large bowl with a handheld mixer until smooth. Add the granulated sugar and mix on medium speed for 1–2 minutes until combined.
Mix egg yolks, milk, vanilla extract, and salt until combined, scraping bowl sides as needed. Mix in flour. The mixture will be crumbly but will come together as you mix. I used the Ateco 827 to pipe half the dough.
Leave 2 inches between 1.5–2-inch circles of dough on ungreased baking sheets (you can use parchment paper or a silicone baking mat). I generally pipe 1.75-inch circles. If the dough is too thick to pipe, warm it in the bag with your hands.
When the piping bag runs out of dough, add more to it and keep piping circles until you're out of dough. Warm the oven up to 350°F (180°C) at the same time.
While the oven heats up, refrigerate piped cookies on baking sheets for 30 minutes. Bake 12–16 minutes until cookies set and bottoms lightly brown. To avoid sticking, run a thin spatula under cookies piped directly on baking sheets after baking. Cool baking sheets.