If for any reason you cannot find or use European style butter, add ⅓ teaspoon salt to the flour and continue.
Preheat the oven to 350°F. Line several baking sheets with parchment paper. Set aside.
Cut the butter into small pieces as shown in the pictures above. Put it back in the refrigerator while prepping the remaining ingredients. It is important for it to be cold.
Place the flour in a food processor. Pulse several times.
Add the cold butter pieces and process until the butter is indistingushable.
Add the sugar and process briefly to mix.
Add the 2 egg yolks and process until the dough comes together. It may not form a ball and that's fine. Pour out onto a work surface and push it together. Form it into a flat round. The dough should be fine to continue but if it is too soft, refrigerate briefly to firm up. Do not let it get too hard or it will be difficut to roll.
Divide the dough in half (about 300 grams each piece). Place one piece between two pieces of wax paper and roll to about ¼". For the cleanest edges, refrigerate or freeze briefly. Cut out rounds of the desired size. The cookies shown are 2 ½ inches. Do not remove the dough around the cookies.
Place the cookies, still between the paper on a baking sheet and refrigerate or freeze until hard.
Remove the top piece of paper and pop the cookies out. Place on the prepared baking sheets. With the back tines of a fork, mark the cookies vertically. Placing the fork on a diagonal, mark the cookies again, making small diamonds. (See photos).
Combine the 1 egg yolk and milk. Brush the cookies. Bake for about 15 minutes until golden brown and set. Cool.
The cookies can be stored in an airtight container for a week or 10 days.
Alternatively, prepare the cookies, through marking them and freeze them unbaked. To bake, glaze them with the egg glaze and bake, allowing a few additional minutes in the oven.