In a large bowl, or the bowl of a stand mixer, cream together the butter and sugar on medium speed – until fully incorporated (about 3-5 minutes).
Add the egg, vanilla and milk and combine again.
To this, add the flour, baking powder, baking soda, and a little salt. Fold this all together until just combined. Then put in the fridge to chill for at least 30 minutes.
Preheat the oven to 190C/180C Fan/Gas 6. Line 2 large baking trays.
Sieve the icing sugar into a bowl. Use a tablespoon to scoop cookie dough balls, put into the icing sugar and roll. Place straight onto a lined baking sheet and press down a little (don't shake any of the icing sugar off). Repeat for all dough.
Bake for 10-12 Minutes – until the edges are just golden brown, as they’ll continue to bake. Remove and let cool on a wire rack before eating!