Cream butter with Pam cooking spray (if using), sugar, egg yolk, salt, and vanilla extract until fluffy. Add in the milk and mix well.
Fold in the all-purpose flour and cornstarch. Use a spatula and your hands to mix the dough. At first, the dough will look crumbly.
Continue mixing the dough until it becomes soft and no longer sticks to your hands, about 10 minutes. Cover the dough with plastic wrap and chill in the refrigerator for 30 minutes.
Preheat the oven to 350°F (176°C) and line two baking sheets with parchment paper. Roll the dough to 1/4 inch (5mm) thick and cut into rounds or any desired shapes using cookie cutters. Assemble the scraps and roll them in with the remaining dough.
Place the cookies on the prepared baking sheets and bake for 15 minutes, or until they turn very light brown in color and the inside is cooked through. Cool the cookies before eating. You may store the cookies in an airtight container for up to two weeks.