In a medium bowl, combine powdered sugar, vanilla and milk.
Whisk until smooth. Set aside.
For the cookies:
Preheat your waffle iron to high.
In a stand mixer fitted with a paddle attachment, combine butter and sugars on high speed until light and fluffy.
Turn the mixer down to medium and add eggs and vanilla.
On the mixer's lowest speed, add flour, salt, and baking powder. Mix until just combined.
Stir in sprinkles.
Spray waffle iron with non-stick spray. Using a small ice cream scoop or spoon, put about 1 1/2 tablespoons of dough onto the waffle iron. Close the iron and let the dough cook for 2-4 minutes or until golden brown.
Take the cookies off the iron and dip them into the glaze while still warm.