Preheat the oven to 350°.
Beat the butter and sugar until mixed. Add the egg, vanilla, and milk and beat 2-3 minutes.
In a separate bowl, mix flour, cocoa powder, salt, and baking soda. Pour into the wet ingredients and stir until combined.
Roll the dough into round balls (approx. 24). Pour the sprinkles into a small bowl and toss each ball of dough in the sprinkles until covered.
Place the sprinkle-covered cookie dough balls on a greased sheet pan. Bake 10-12 minutes or until slightly firm in the center. Rest for 5 minutes and then lightly push 1 Hershey's Candy Cane Kiss into the center of each cookie.
Enjoy warm with a glass of milk!