Preheat oven to 350° and line a baking sheet with parchment paper. Roll sugar cookie dough out to ¼” thick. Using a cookie cutter, cut out desired shapes then place cookies on a prepared baking sheet. Bake until just set and lightly golden around the edges, 12 minutes. Let cool.
Using an offset spatula, spread a thin layer of frosting onto the rim of two martini glasses. Pour ¼ cup sprinkles onto a small plate then dip rims in sprinkles to coat. Use an offset to frost cookies with frosting then decorate with remaining 2 tablespoons sprinkles.
In a cocktail shaker, combine milk, Baileys, vodka, and amaretto. Add ice and shake until cold. Pour into glasses and garnish the rim with a cookie.
