Cream butter and sugar together. Add eggs and mix well. Stir together dry ingredients. Mix milk into butter and sugar mixture and then add flour mixture.
Form dough into a long 2 inch wide roll. Wrap dough in foil or plastic wrap. Refrigerate overnight or up to 7 days.
When ready to bake preheat oven to 350 degrees. Slice dough into 1/4 inch thick slices and place on greased cookie sheet. Press a pecan piece on each cookie if you like. Bake for 8-10 minutes or until golden brown.