Preheat oven to 350° F/175° C. Line baking sheets with parchment paper.
In a medium bowl, sift together flour, baking soda, and salt. Set aside.
In a large bowl of a mixer with paddle attachment, beat butter with granulated sugar on medium speed until creamy and light. Add 2 eggs, one at a time and keep beating until combined. Scrape down the bowl as needed. Add in vanilla and beat until combined. Add the flour mixture to the butter mixture. Mix until incorporated. Fold in sprinkles. Avoid overmixing.
Use an ice cream scoop to make even balls and place them on the prepared baking sheets (you can make balls from the dough by hand, preferably 2-2.5 inch round balls). Roll the ball with your hand to make it round. Brush the top of cookie dough with milk or water then add more sprinkles on top.
Bake immediately for 10-12 minutes. I baked these cookies for around 11 minutes until the edges turn golden and the center is still soft. Allow the cookies to cool on the baking sheet then transfer to a rack to cool completely.
Store cookies in an airtight container for up to 3 days. The leftovers can be frozen for up to 2 months.