Preheat your oven to 350F degrees.
In a mixing bowl, or in the bowl of your stand mixer, beat together the butter and sugar until light and fluffy (about 2 minutes).
Add in the egg, milk, and vanilla. Mix until well combined.
Add in the flour and the baking powder and mix again.
Divide the dough into separate bowls and add a few drops of food coloring into each bowl (about 3 drops depending on how vibrant you want the colors).
Shape the dough into fun shapes and then place them on a baking sheet. Allow a few inches around the cookies to them to expand as they sometimes do.
Bake for 8-12 minutes depending on how thick the cookies are. Cool and then enjoy.