Mix the first 6 ingredients with a mixer until light and lemony in color, then add flour 1 cup at a time (I can usually get the first 4 cups with a stand mixer) remove the dough from the bowl onto a lightly floured surface and kneed in enough flour that the dough is similar to play-dough in texture (not soft or moist but not dry either, should be just enough that it doesn't stick to the counter). Roll into long snake like logs about a half inch in circumference and cut at an angle into inch long pieces. Place on cookie sheet lined with parchment or wax paper and bake around 14 minutes until bottom is golden brown (some of the tops of the cookies will crack when baking). Mix together the lemon zest and milk and microwave about 30 seconds and mix in the powdered sugar, reheating as necessary until you get a good icing consistency. Brush icing on cookies and sprinkle with the sprinkles before the icing dries.