Add egg. Mix well.
Blend in milk. Mix well.
In medium size bowl whisk together baking soda, flour, baking powder, and salt. Add dry ingredients slowly to mixer. Mix well.
Chill for 3-4 hours or overnight.
Roll out to desired thickness; Thin for crisp cookies and thicker for soft cookies. Cut out as desired.
Bake at 350 for 8-10 minutes. depending upon thickness. Remove when edges are light, light brown. Dough can be frozen for 1-2 months.