Combine dry ingredients in medium bowl and whisk to combine.
In a small bowl mix egg, milk and vanilla. Set aside.
In a stand mixer beat butter and sugar on high speed until fluffy, 2-3 minutes.
Reduce speed to low and slowly spoon in the dry mixture, beating until combined.
With the motor running, add the wet ingredients. Mix until thoroughly combined.
Place the dough on a piece of wax paper and cover it with a second piece. Flatten into a disk about 6-inches in diameter. Cover and refrigerate, at least 30 minutes or overnight. Can be prepared a day in advance.