Preheat oven to 180°C and line a baking tray with baking paper.
Cream the butter and sugar together until light and fluffy.
Beat in the eggs one at a time, then add vanilla.
Sift in flour, baking powder, and salt.
Add milk a little at a time until a soft, workable dough forms.
Roll dough into small finger-length pieces (like little sticks).
Roll each piece in sugar (or cinnamon sugar if using).
Place on tray, leaving space between them.
Bake for 12–15 minutes, until lightly golden but still soft inside.
Let cool slightly before eating — they firm up as they cool.