Place the butter, confectioners sugar, and vanilla extract in a bowl. Preheat your oven to 180°C (350°F).
Using an electric mixer, beat until the mixture becomes pale, fluffy, and smooth.
Gradually add the flour into the butter-sugar mixture. Mix on low speed until it looks crumbly and just combined.
Pour in the milk and continue mixing.
After about 15 seconds, the dough should clump together. (If dough appears too dry, add an additional teaspoon or two of milk.)
Transfer the dough into a piping bag fitted with a large star tip. Pipe the dough onto a baking tray lined with a silicone mat or parchment paper, leaving some space between the cookies.
Bake for 15 minutes or until cookies are lightly golden around the edges.
Allow cookies to cool completely on the baking tray, about an hour, as they crisp up during cooling.