Using a stand mixer or hand mixer, cream together butter, sugar, vanilla, and salt.
Gradually add flour ¼ cup at a time, mixing together. Dough will be shaggy.
Add 1 tbsp milk and mix together. If dough still looks a bit too shaggy, add an additional tbsp milk.
Using a spatula, mix in pecans and toffee pieces. Dough should be looser.
Using your hands (spray oil on them to prevent sticking), form into a 2-3” round log. Wrap the dough in plastic wrap and stick in the fridge for at least 30 minutes to chill.
While dough is chilling, pre-heat oven to 350 degrees.
Line a baking sheet with parchment paper.
Cut off roughly 1/2” discs from the dough log to make rounded shortbread cookies. Alternatively, you could roll dough into ¼-1/2” sheet and use cookie cutters to make shapes.
Spread discs of cookie dough evenly across parchment paper.
Bake for 15-18 minutes or until just golden around the edges.
Allow to cool for 10 min to crisp up.