Prep. Prepare 2 baking sheets. You do not need parchment or to grease the baking sheets, but parchment makes clean-up easier.
Beat wet ingredients and sugar. Cream the butter and sugar until light and fluffy. This will take at least 3 minutes using a mixer on medium speed. Add the egg yolk and vanilla. Beat 1 minute more.
Add dry ingredients. Combine the salt and flour in a separate mixing bowl. Add to the butter mixture 1 cup at a time, mixing on low until just combined. The dough should be soft and smooth.
Add milk. Add 1 tablespoon of milk and mix on low. The dough should be very soft and pipeable. If it still seems stiff, add another teaspoon of milk. Keep adding, up to an additional tablespoon if necessary.
Pipe and chill. Place the cookie dough into a piping bag fitted with the star tip. Pipe 2-inch strips on the baking sheet. You should be able to fit 12-15 cookies per baking sheet. Cover and chill for 1 hour. Towards the end of the chilling time, preheat the oven to 350.
Bake and cool. Bake the cookies for 15-18 minutes, until the bottoms and edges and golden brown. Let them cool completely on a wire rack before filling and decorating.
Fill and dip. Spread half of the cookies with a thin layer of raspberry jam and place a cook on top to form a sandwich. Melt the chocolate chips in the microwave with the shortening and stir until smooth. Dip the cookies into the chocolate and add sprinkles while the chocolate is still wet. Let them cool until the chocolate hardens.