Preheat oven to 350℉ and line a cookie sheet with parchment paper.
In a large bowl or stand mixer, beat the butter and sugar together until smooth and creamy.
Add egg, vanilla and milk, beating until just mixed in.
In a smaller bowl, whisk together flour, baking powder, baking soda and salt.
Stir flour mixture into the butter and sugar mixture, stir to combine.
Fold in the M&M candies.
Scoop evenly sized dough balls onto the prepared pan spacing about 2 inches apart.
Bake in preheated oven for 12 minutes, or until the edges are browned and the centers are still slightly wet.
Cool on the pan for 1-2 minutes, then transfer to a cooling rack to cool.
As soon as the cookies are cooled, transfer to an air-tight container and store at room temperature for up to 5 days.