Cream butter and sugar in a medium bowl of a stand mixer on medium speed until pale and thick.
Add your eggs one by one ensuring they are mixed well.
In a separate mixing bowl or jug, combine the orange juice, zest, vanilla, baking powder and soda. Stir and add this back to creamed butter mixture. Mix again until well incorporated.
At low speed, slowly add the flour, making sure it is mixed well before adding the next one. Repeat until all the flour is used and you have a soft dough.
Check the dough with your fingers - it should feel soft (not sticky) - yet pliable. Cover with plastic wrap and allow the dough to rest for half an hour in the fridge.
Roll out the dough into a long rope - approx. 20 cm (7-8") and form into your desired koulourakia shapes.
Combine the egg yolk and milk, brush the koulourakia and sprinkle over sesame seeds.
Cook for 20- 22 mins until they have coloured. Leave them on the baking sheet for 5 mins. Then gently transfer the koulourakia to a wire rack to cool completely.
Greek Easter Eggs