Preheat oven to 350°F. Grease cookie sheets.
Mix butter and granulated sugar together then add in 3 eggs. Beat until fluffy.
In a separate bowl, combine cheese and vanilla. Beat into butter mixture.
In another bowl, mix the salt, soda, and flour together, then stir dry ingredients into the ricotta and butter mixture.
Drop dough by spoon onto a greased cookie sheet. Cookies will spread slightly.
Bake for 15 minutes, alternating racks as needed so that cookies turn a golden brown.
Cool and then frost cookies by mixing powdered sugar with milk (adjust amount of milk as needed) to form a thick, smooth glaze. Add multicolored nonpareils to tops.