Using an electric hand or stand mixer, cream together butter and sugar, until blended.
Add eggs, vanilla, baking powder, salt, and milk. Mix until blended.
Add flour, one cup at a time, mixing well after each addition until a dough forms. At this point, gently work dough with your hands on a lightly floured surface. If the dough is too sticky, you might need to add a little more flour.
Pinch off about a walnut-size piece of dough and roll it into a 6 inch rope. Shape into a circle (doughnut-shape) with lightly floured hands by pressing rope ends together. Continue this process until all dough is used.
Place cookies on 2 lightly greased baking sheets, but bake one tray at a time.
Preheat oven to 375°F. Place baking sheet on bottom rack in the oven. Bake for about 20 minutes or until golden brown.
Cool completely on a wire rack.
Store in an air-tight container.