Heat oven to 350°F. Remove wrappers from chocolates
Beat butter, brown sugar and granulated sugar in large bowl until well blended. Add egg, milk and vanilla. Beat until well blended. Stir together flour, baking soda and salt; add to butter mixture, blending thoroughly
Divide dough into separate bowl for each color desired. Add desired food coloring to each bowl, mixing until color of dough is uniform. Form 36 equal balls (about 1 inch). Roll each ball in the matching sugar color. Place on ungreased cookie sheet. Gently press thumb into ball forming indentation
Bake 8 to 10 minutes or until set. Cool slightly; remove from pan to wire rack. Press thumb again into each indentation if needed. Cool completely
Divide and tint frosting to match cookie colors. Place about 1/2 teaspoon frosting in each indentation. Press chocolate piece onto each cookie. Makes 36 cookies.