1. Heat oven to 375°F. Line cookie sheet with parchment paper or grease lightly.
2. Beat butter, brown sugar, granulated sugar, egg and vanilla in large bowl on medium speed of mixer until fluffy. Stir together flour, baking soda and salt; add alternately with milk to butter mixture. Stir in oats and candy pieces. Drop by teaspoons onto prepared cookie sheet.
3. Bake 9 to 11 minutes or until lightly browned. Remove from cookie sheet to wire rack. Cool completely. Makes about 5 dozen cookies.