In a large bowl, cream the butter, sugar & salt until light and fluffy using a hand mixer. Add the egg yolks and vanilla and mix on medium speed until well combined.
Measure in the flour and mix until large crumbles form. Add in the milk and mix well. The dough should NOT form a ball. It should be sticky and have the consistency of very thick buttercream.
Transfer the dough to a extra large, heavy duty piping bag fitted with a large open star tip. Hold the piping bag vertically and squeeze until your star shape is about 1 inch in diameter.
Bake cookies in the oven until light golden brown on the edges, about 10 - 13 minutes. Transfer to a baking rack to cool completely, you can also allow to fully cool on baking sheet.