Cut the butter into cubes and put it in the work-bowl of the mixer.
Place the remaining ingredients of the mixture A in the work-bowl of the mixer and mix at low speed for 1 minute and then at high speed until they are thoroughly incorporated and fluffy.
At the same time, place the ingredients of the mixture B in a bowl and mix with a hand whip until the eggs are homogenized with the milk.
Add mixture B slowly to the work-bowl and mix until the materials are well integrated.
The mixture may seem “curdled” but do not worry because the mixture will congeal later.
Put the ingredients of mixture C (except egg yolk) in a bowl and mix with a spoon.
Remove the work-bowl from the mixer and add the ingredients of mixture C.
Stir with a plastic spatula and when you feel it difficult to stir with the spatula shape it with hands until the dough is fluffy and malleable.
Place the dough on the counter and set aside for 5 minutes.
Then shape cookies in the shape of a braid and place them on baking pans with baking paper, placing them with a little bit space between them.