In a large bowl, add in the butter and granulated sugar. Mix on medium until incorporated.
Add in the egg yolk, vanilla extract, and milk. Mix on medium until the milk is combined.
Add in the flour and salt. Mix on low until most of the flour is worked in. Turn mixer on medium and finish working in the remaining flour.
Fill the cookie press up with the cookie dough. Click the cookie press handle until the cookie dough is forming a complete design.
Place the cookie press onto a nonstick cookie sheet. Click the cookie press. Pick up and move to the next spot. Repeat until the cookie sheet is full of cookies.
Place into the preheated oven and bake for 6 minutes. Let cool on cookie sheet for 5 - 10 minutes before transferring to a cooling rack.