A.R.
Sounds like a bit of a power struggle. Why don't you offer him the choice of a glass of milk OR a glass of water and yogurt with breakfast and a glass of milk OR a glass of water and some cheese slices for dinner (or you can substitute a different calcium, vitamin-D rich food item). Tell him he has to have one or the other. I'm with you on the cookies - while the occasional cookie is okay, giving cookies, i.e. junk, is a bit much. Toddlers/pre-schoolers love to exert control over situations, and by providing him with two reasonable choices he feels like he has power over the situation (and you still get to control his intake of healthy food).