Preheat your oven to 350 degrees.
Cream together your butter and sugar until light and fluffy.
Add in your egg and vanilla and stir to combine.
Mix in your milk.
Add your dry ingredients and stir into the mixture.
Roll dough into 1 inch sized balls (dough is a little sticky)
Roll each ball into red or green sprinkles.
Place on baking sheet lined with parchment and bake for about 10 minutes.
Remove from oven and allow to cool for a couple minutes.
Press candy cane candy into the center of each cookie.
Allow to cool a few more minutes, and then remove to a cookie rack to cool completely.