Cream together your butter and sugar until well mixed in a large mixing bowl.
Add in your egg, vanilla and milk and stir to combine.
Dump in your dry ingredients; flour, baking powder and salt. Mix until just combined.
Separate your dough into 2 equal parts.
Return 1 part of your dough into your large bowl. Add in drops of red food coloring and mix until desired color is reached.
Roll each of your dough parts out on a lightly floured surface. Roll into a long rectangle, about ¼ inch thick.
Take one of the dough parts and place it on top of the other. Cut edges to make them the same size.
Roll parts up together like a cinnamon roll.
Press final edge into the roll to seal.
Wrap with plastic wrap and place in refrigerator for 2 hours up to a few days.
When ready to bake, preheat oven to 350 degrees.
Cut dough off of log into about ¼ inch slices.
Place cookies a couple inches apart on a baking sheet sprayed with nonstick spray.
Bake for about 10 minutes until edges of cookie start to turn golden.
Transfer cookies to cookie rack to cool.