Heat oven to 375°F. In large bowl, beat butter with electric mixer on medium speed until light and fluffy. Beat in sugars and cocoa until well blended. Beat in milk, vanilla and egg yolk. On low speed, slowly beat in flour until well blended, scraping bowl occasionally.
Fit heart template in cookie press; fill cookie press with dough. Place pretzels onto lightly floured surface. Force dough through template on top of flat, bottom end of each pretzel twist (two rounds at top of pretzel will form the antlers). Press 2 baking bit at upper part of heart to make eyes, and 1 chocolate chip to make nose on each reindeer. Place reindeer on ungreased cookie sheet.
Bake 8 to 10 minutes or until cookies are firm, but not browned. Remove from pans to cooling rack. Cool completely, about 15 minutes.