To a stand mixer, add the sugar and egg with a whisk attachment. Beat until thick and lightly colored.
In a microwave, or on stovetop, gently melt the butter and milk together. Do not allow this to become too warm. Then add to the stand mixer, along with the vanilla extract. Mix on medium speed until combined.
Change the mixer attachment from a whisk to a paddle, and then add in the flour, baking powder, and salt. Mix on low speed, just until fully incorporated.
With buttered or oiled hands, take small amounts of dough, and roll them into 1-inch (2.5-cm) thick by six-inch (15-cm) long ropes. Place the ends, one on top of the other, to make circles. There is no need to press the ends into each other, as they will adhere in the oven.
Place each ring on a parchment-lined baking sheet, about one inch apart. Bake for 15-20 minutes in a 350℉ (180℃) oven, or until golden brown. The darker you bake them, the crunchier they will be.
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Notes
These cookies are sometimes glazed with a simple icing made from powdered sugar and lemon juice. You can glaze your cooled cookies if you prefer, just let the icing dry before eating!