Preheat the oven to 150°C using upper and lower rods.
In a mixing bowl, add butter and sugar and whisk with an electric mixer on highest speed for 4-5 minutes until the mixture is light in color and very light and fluffy in texture.
Add egg yolks one by one, whisking until well combined.
Now add milk, vanilla and salt and whisk again for 4-5 minutes or until the mixture is homogenized.
In another bowl, mix together plain flour and corn flour.
Add this to a sifter and sift it into the butter mixture.
Now stop using the electric mixer. Use a spatula to combine the mixture until a dough is formed.
Shape into 1.5 inch diameter cookies to get a perfect Danish cookie size (or you can make cookies big or small according to your preference).
Bake at 150°C for 10-15 minutes. When the cookies are light golden on the top, remove them from the oven.