In a bowl mix all the dry ingredients together - flour, baking powder, salt and dry milk powder until everything is combined evenly.
In another bowl, mix well the oil and sugar until sugar is dissolved. Then add the milk and vanilla extract also, stir well to combine with the oil sugar mixture.
Slowly pour the wet ingredients mixture to the dry ingredients mixture, using a spoon, mix together to form a crumbly mixture.
Now add the m&m candies to the crumbly flour mixture.
Using your hands, knead well to form the cookie dough. The dough shouldn't be dry, it should be slightly moist so it can hold the m&m candies in it.
Refrigerate the m&m sugar cookie dough for about 20 minutes.
Once refrigerated for about 20 minutes, take the cookie dough out from the refrigerator and let's begin the process of making the delicious eggless m&m sugar cookies.
To make the cookies
Preheat oven to 350 degree Fahrenheit.
Line two baking sheets with parchment paper.
Make small balls out of cookie dough and gently press with your palm (do not press a lot because the cookies will spread further).
Place the cookie dough ball in the cookie sheet.
Similarly make balls out of the remaining cookie dough and place them all in the prepared cookies sheets. Make sure to leave a 2" space in between the cookie dough balls, otherwise the cookies may stick to each other as they spread (if you have only one cookie sheet, you can bake these in two different batches also).
If you have time, place the cookie sheet in the refrigerator for another 10 to 15 minutes for the best results. If not, its okay you can bake this immediately too.
Place the cookie sheet in the preheated oven and bake the cookies for 10 to 12 minutes until the edges are starting to turn slightly brown. For very soft cookies, you can bake just 10 minutes and for soft but slightly crispy cookies, bake for 12 to 14 minutes depending on how crispy you want the m&m sugar cookies for your taste.
Allow the cookies to cool down completely before you serve them.
The cookies will be too soft immediately after they are baked, but once they are cooled completely, they will be soft & chewy and perfect in texture!