To a large bowl, combine the peanut butter, flour, sugar, baking soda, vanilla, salt, and milk. Mix them well until you get a thick dough. I think it's easier to use your hands to combine the ingredients.
Once you have created the cookie dough, form it into cookie dough balls about 1 inch in diameter. Line the cookies on a baking tray.
Use your thumb, or a measuring spoon to create a dent on top of each cookie.