Preheat oven to 350F, and line a baking sheet with parchment paper, and set aside.
Unwrap the Hershey kisses and set them on a plate in the fridge to chill while you are making the cookies.
In the bowl of a stand mixer, or a large bowl with a hand mixer, combine the sugar, egg, butter, milk and vanilla. Mix well.
In a separate bowl, combine the flour, salt and baking soda. Whisk to combine. Add the flour mixture to the butter and sugar mixture, and mix on low until just combined.
Use a small cookie scoop or spoon and roll dough into balls. Roll into Christmas sprinkles of your choice and place on prepared baking sheet. Bake for 10 minutes or until the edges are golden and cookies are set.
When cookies are done, remove from the oven and place a Hershey kiss right In the center, and gently press down. Transfer the cookies to a wire cooling rack. Enjoy!