Combine flour, salt, and baking soda in a small bowl and set aside.
In the bowl of a standing mixer, beat butter and sugar until lightened (about 2 to 3 minutes)
Add eggs one at a time and beat until combined before adding the next one.
Add vanilla and beat until combined.
Add flour mixture and mix until just combined. May add a little more flour if dough is overly soft. Should be like a stiff but somewhat sticky cookie dough.
Remove mixture from bowl and add to a plastic bag or storage container and refrigerate for at least 1 hour or overnight to completely firm up.
About ½ hour before the dough is removed from the refrigerator, preheat the oven to 400 degrees.
Cut dough into about 4 or 5 equal pieces and then roll each piece into a rope about an inch to 1.5 inches thick on a lightly floured counter. May use additional flour if dough is too sticky.
Cut each rope into 2 to 2.5 inch cookies and set aside on tray.
Pour sesame seeds into a pile on the counter.
Top the cookies with sesame by brushing with milk and rolling the cookies, a few at a time, in the sesame seeds.
Cookies should still be firm to the touch - if they are warm and/or too soft, refrigerate the unbaked cookies for about 30 minutes to 1 hour before baking.
Place on parchment lined cookie sheet and bake for about 15 to 20 minutes.