Preheat your oven to 375°F In one bowl, mix flour, salt, and baking powder.
In a second bowl mix the sugar and softened butter until fluffy. Stir in the vanilla, milk and egg. MIx thoroughly. Now slowly blend in the flour mixture until thoroughly mixed.
Take about a teaspoon of dough and roll on floured counter. Roll until it´s about 5" long, then fold in half and twist. Pinch the ends together. Put on cookie sheet and brush with mix of yolk and milk. Sprinkle the sesame seeds over the top.
Bake about 13 minutes, until they turn golden brown. Serve cool.