Cream butter and sugar together well in mixing bowl. Beat in eggs 1 at a time. Mix in vanilla. Measure flour, baking powder and salt into small bowl. Stir. Add milk to butter mixture in 2 parts alternately with flour mixture in 3 parts, beginning and ending with flour.
Fill cones about 3/4 full leaving the batter 1/2 inch from top. Place filled cones on a baking tray. Bake in oven for about 15 to 20 minutes until an inserted toothpick comes out clean.