Cream butter and sugar. Add beaten eggs and vanilla; continue to mix until well blended.
Mix flour, baking powder and salt. Add to wet mixture, a little at a time, until everything is incorporated.
Place milk in a shallow bowl and sesame seeds on a plate.
Form dough into a strip and cut into 1 1/2 inch logs. Dip the log in milk, then roll in sesame seeds and transfer to a cookie sheet lined with parchment paper. Bake for 10 to 15 minutes, until lightly browned.