Line baking sheets with parchment paper and set aside.
Cream the butter and sugar together in a medium bowl and with a hand mixer, on medium speed, mix until light in color and fluffy, about 3-4 minutes. You will notice it turning a pale yellow.
Add the egg yolks and vanilla, and mix until combined.
Add the flour and salt to the dough. Add the milk little by little. Mix until the dough is just combined, then finish mixing with a rubber spatula. Do not over mix.
Fill a piping bag and pipe the cookies onto the prepared baking sheet. Place the cookies about 2 in. apart on the baking sheets. Once you are done piping, place them in the refrigerator to chill for about 45 minutes.
Meanwhile, preheat the oven to 350°F.
Bake the chilled cookies for 15 –17 minutes or until lightly browned on the sides. They should not spread much, especially if you chilled them they should not lose their shape. Once finished baking, let them cool for about 15 minutes and transfer to a cooling rack.
Melt your chocolate in the microwave in 20-second intervals, until it is completely melted and smooth. Add in the coconut oil and mix until melted.
Dip the cookies in chocolate and top with your favorite Christmas sprinkles. Place on some cooling racks or baking trays lined with parchment paper and put in the refrigerator until the chocolate sets.