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Heat oven to 350. Grease 2 mini muffin pans with cooking spray(my pans each hold 24)
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In a large mixing bowl, cream butter and sugar until fluffy (about 3-5 minutes).
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Add egg yolks and beat well. Add milk and vanilla and beat well.
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Add dry ingredients and mix until incorporated.
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Chill one hour. You can chill this overnight - as I did, but I'm warning you, the dough is VERY hard. I used my pampered chef small cookie scoop to get the dough out of the bowl, and it worked fine.
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Roll into 1.5" balls. Scoop some out, roll into a ball shape and place into the muffin tin. Using your thumb, press into the center. Following my thumb, I used my index finger knuckle to press a deeper hole into the cookie.
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Bake 8-21 minutes or until done.
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Remove from oven and immediately plunge the handle of a wooden spoon into the cookie cup. If you don't have a wooden spoon, the back of a measuring spoon might work, too. Try not to go all the way through the cookie. Cool completely.