Preheat oven to 180C (350F) and line a baking tray with baking paper.
In a large bowl, add butter and sugar and beat until creamed together. Add in milk and vanilla extract, mix until combined.
Add in flour and salt. Fold through until combined.
Scoop out the dough and roll into a tablespoon sized ball. Place on a baking tray and press slightly flat. Use your thumb or the back of a spoon to make an indent into the cookie. Repeat with remaining dough.
Bake the thumbprint cookies for 15-20 minutes or until very lightly golden brown. They’ll stay quite light in colour. When fresh out of the oven, re-press the centre if needed.