Using a stand mixer fitted with the paddle attachment or a hand mixer, cream butter and sugar until light and fluffy.
Add the vanilla extract and mix until combined.
Add in flour, ½-¾ cup at a time. Mix until combined. The dough may be crumbly at first, just keep mixing until the dough comes together.
Add the sprinkles, then mix until combined. You may need to work the dough with your hands to get it to come together and to evenly mix in the sprinkles.
Roll dough into cigar sized logs (1-inch in diameter). Refrigerate for 2-3 hours (overnight is OK too, just make sure they are stored in an airtight container).
When you're ready to bake, preheat the oven to 350 degrees. Use the convection bake if you have it.
Prepare a cookie sheet with baking spray or parchment paper. Set aside.
Cut into the chilled, rolled dough into ¼-½ inch thick rounds. Place them on the prepared cookie sheet (these cookies do not drop much, so you can place them close together but they should not be touching).
Bake at 350 degrees for 18-23 minutes, or until the bottoms JUST begin to brown.
Remove the cookies from the oven and allow them to cool to room temperature.