In a large bowl, using a handheld mixer or a stand mixer fitted with a paddle attachment, cream butter with sugar, egg yolk, salt and vanilla extract until fluffy. Add in the milk, baking milk powder (if using) and mix well.
Transfer the cookie dough to a cooking press, following the instructions of your cookie press. Choose a festive disk, such as a Christmas tree. Punch out the cookies on the prepared baking sheet, about 1 inch apart between cookies.
Add sprinkles on top of the cookies. Place the cookies on the prepared baking sheets and bake for 15 minutes, or until cookies are turn very light brown in color and the inside is cooked through. Cool the cookies on rack. Keep in an air-tight containers for storing.