Mix all of the ingredients together. Stir until smooth; a fork works fine. The glaze should be thick, but soft enough to "settle" when you spread it. If the glaze is too thick, dribble in another teaspoon of milk, 1/2 teaspoon at a time.
Glaze one cookie and set it aside briefly. The glaze won't be perfectly smooth when you apply it, but should settle into a smooth surface within half a minute or so. Has the glaze settled into a smooth surface? If so, it's the right consistency. Remember, it's easier to add more liquid than to stir in more sugar, so start with a glaze that's thicker than you think it should be, then add milk little by little to adjust the consistency.
Add food color, if you like; gel paste food colors are preferable, as they yield vibrant color, and don't alter the liquid/sugar ratio as regular food colors might.