Preheat your oven to 350°F (175°C). Line two large baking sheets with parchment paper or silicone baking mats.

In a medium bowl, whisk together the all-purpose flour, baking soda, and salt. Set the bowl aside.

In the bowl of a stand mixer fitted with the paddle attachment (or use a large mixing bowl with a hand mixer), beat the softened butter, granulated sugar, and light brown sugar together on medium speed.

Continue beating until the mixture is light, fluffy, and noticeably paler in color, which should take approximately 3 to 4 minutes. Stop and scrape down the sides of the bowl as needed.

Add the eggs one at a time, beating well after each addition until the yolk is fully incorporated into the mixture. Add the vanilla extract and the milk. Beat on low speed until just combined. Be careful not to overmix at this stage.

Gradually add the reserved dry ingredient mixture to the wet ingredients. Mix on low speed, pausing often to scrape down the sides, until the dough is just combined and no streaks of flour remain. Do not overmix the dough.

Gently fold the rainbow jimmie sprinkles into the cookie dough using a rubber spatula. Mix only until the sprinkles are evenly distributed throughout the dough.

For thicker cookies that spread less, cover the bowl and chill the dough in the refrigerator for 30 minutes. If you are in a rush, you may skip this step.

Use a medium cookie scoop (about 1.5 to 2 tablespoons) to portion the dough. Roll the portions into uniform balls and place them 2 inches apart on the prepared baking sheets.

Bake for 9 to 12 minutes, or until the edges are lightly golden brown and the centers are still slightly soft and puffy. Do not overbake.

Remove the sheets from the oven and let the cookies cool on the baking sheet for 5 minutes. The cookies will continue to set during this time. Transfer the cookies to a wire rack to cool completely before serving or storing.