Preheat oven to 350°F. Line a large baking sheet with parchment paper.
In a large bowl using a hand mixer on medium speed, cream together the butter and sugar until light and fluffy.
Add the egg yolks and vanilla. Mix until combined.
In a separate bowl whisk together the flour, cinnamon, and salt.
Slowly add the flour mixture to the butter mixture. Mix on low until combined, scraping down the sides of the bowl as needed.
Working 1 tablespoon at a time, add milk until the mixture is sticky, thick, and well combined.
Using a 2-tablespoon scoop, drop balls of dough onto the lined baking sheet, leaving about an inch between each cookie.
Bake 14-16 minutes, or until golden brown.
Allow the cookies to cool on the baking sheet for 10 minutes before transferring to a cooling rack. Let the cookies cool completely before enjoying.