Put the butter and sugar in a large mixing bowl and using a hand held beater, beat till creamy. Add the eggs one at time and beat till mixed well. Then add the milk, cream, and vanilla and beat again till mixed well.

Sift together the flour, baking powder, baking soda and salt and add it to the mixing bowl in two lots. Using a wooden spoon, mix in the flour and then knead the dough using your fingers until you have dough that is soft and smooth.

Add a little more flour (or a little less in the first place), if you need it. Remember the dough should be a little sticky to touch and too much of flour will not give the desired texture of cookies.

Let the dough rest, covered, at room temperature for about half an hour. To shape the cookies, pinch off 1-inch balls of dough for each cookie. Very lightly dust your working surface if you feel you need that to help you roll out the dough better. Ideally the consistency of the dough should be enough to easily roll it out into "ropes".

Roll each into a 7 or 8-inch strand (should be thinner than a pencil). Bring ends together and twist 2 or 3 times. Place them slightly apart on parchment lined baking sheet. Lightly brush with cream or egg wash and sprinkle sesame seeds over this.

Bake the cookies at 180C (350F) for about 15 to 20 minutes until they're golden. Cool them on wire racks and store in airtight containers. This recipe makes about 2 to 3 dozen cookies depending on their size.