Cream butter, sugar and brown sugar. Add eggs and vanilla, blend well.
Stir together flour, baking powder and salt. Add gradually to the creamed mixture, blending well.
Turn out the dough onto a floured surface and knead 1-2 minutes until the dough is smooth. Break off a small piece of dough and roll it in your palms to make an oval about 2 inches long and 3/4 inch thick.
Dip the oval in milk and roll it in sesame seeds. Place on the greased cookie sheet. Repeat with the remaining dough.
Bake at 350 degrees F (175 degrees C) for 15 minutes or until golden. Remove to wire racks to cool.