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.