Preheat the oven to 350F and line two baking sheets with parchment paper.
In a large bowl, beat the butter with the brown and granulated sugars until fluffy. Beat in the egg and vanilla extract.
In a separate bowl, mix the flour, baking soda and salt. Beat the flour mixture into the butter mixture, followed by the milk.
Mix in the oats and Mini Reese’s Pieces until well combined.
Scoop rounded 1 tbsp portions of dough, 2-inches apart, onto the prepared baking sheets.
Bake, in batches, for 10-12 minutes or until the cookies are lightly browned. Cool completely on the baking sheet. This will make about 2 dozen cookies.