Preheat oven to 350 degrees.
In the bowl of an electric stand mixer fitted with the paddle attachment cream together butter, sugar and salt until combined.
Mix in egg yolks and vanilla.
Add flour and mix until crumbly then add in milk (if needed add in another 1 - 2 tsp milk for a more pipe-able consistency, add as little as possible for less spreading though).
Transfer to a 16-inch piping bag fitted with a large open star tip (I like the Ateco 826 or 827 here, smaller tips won't work as well for piping this thick batter).
Pipe dough into rounds onto two ungreased baking sheets (if you normally have issues with cookies spreading chill them for 30 minutes on baking sheet before baking).
Bake one sheet at a time in preheated oven until golden brown on bottom, about 12 - 16 minutes.
Let cool on baking sheet 5 minutes then transfer to a wire rack to cool completely. Store in an airtight container.