In a large bowl, beat the butter with a hand mixer until softened. Then add the sugar and beat until fluffy. Add the milk and vanilla and blend. Gradually beat in the flour. Form the cookies into a disk, wrap, and chill for an hour. Roll the chilled dough out on a lightly floured surface. Use a lightly floured cookie cutter to cut shapes and a small round cookie cutter to make the holes. Place the shapes on a foil lined cookie sheet. Add about half a teaspoon of the crushed candy to the hole. Bake the cookies in a 375 degree oven for about 8 minutes. Let the cookies cool on the foil for about 10 minutes. Peel off the foil.