Preheat your oven to 350 degrees.
Cream together the butter and sugar until smooth.
Add the egg yolk, milk and vanilla extract to the butter and sugar mixture, and beat to combine.
In a separate mixing bowl, combine the flour, cocoa powder and salt, mix to combine, and add it slowly to the wet ingredients. Beat on high until a thick dough is formed.
The dough will be very thick, but this is the way it is supposed to be. Take a tablespoon of dough, and make it into a ball. Flatten the ball of dough, and press it down into Valentine sprinkles of your choosing. Place it on a greased or lined baking sheet.
Continue step 5 until all of the dough has been used.
Bake the cookies for 10 minutes.
Remove them from the oven, take them off of the hot baking sheet, and rest for a few minutes. Press an unwrapped Hershey Hugs candy into the center of each cookie. Place the cookies into the fridge for a few minutes to keep the Hershey Hug from melting in the warm cookie.
Serve immediately or store in an airtight container.