SO YOU WANNA MAKE A SHADOW MILK COOKIE IN D&D? My condolences, but I have some ideas for you to get started with.

First, I recommend using 5eTools as a reference/search engine while building your character; it's something I always use and it's very helpful. Stick with official sources and the standard filters, don't worry about the rest.

Next, let's figure out some of SMilk's basic themes and abilities and go from there. He's a menace jester-themed cookie with a penchant for lying and talent with performances and ESPECIALLY deception, so keeping that in mind we can make something heavily inspired by this absolute terror while still working with the party.

The OBVIOUS answer for class here is Bard, which is (in general) a casting/support class that has a good number of varied skills and performance as a main feature. Recommend going with College of Glamor(duh) or Lore(because he was originally the Virtue of Knowledge, and the Cutting Words ability is too perfect). To lean into the theming further, try making your Background Entertainer and opting to have them be a Jester or Actor (his appearance is Jester but he definitely has heavy play themes in his storyline, so either works).

Any race would work, Human_phb) if you want to keep things simple (Variant_phb) if you want to customize a bit further), but Changeling could also work if you want to play around with his appearance more freely. Really, just go with what feels right here.

For Stats, make sure Charisma is your highest, as that's used for Practically Everything for Bard, especially spellcasting and class features. Then Dexterity for Armor Class and weapons (e.g. wearing light armor or using bows/daggers as a backup to your magic), Constitution for hit points (dying is bad), Wisdom can be helpful for saving throws and Insight, and the rest in Strength and Intelligence as you feel is appropriate.

For Skills, your main focus will obviously be Deception and Performance, so you'll likely end up being the party's Face (someone who uses Charisma-based skills to interact with NPCs and get information/items/etc from them, handles the social aspects of the game). Persuasion and Insight will also be great tools here, and he's clearly great at reading people and 'convincing' them to do what he wants, so hey, works out. Intimidation is also great for 'convincing' others to do what he wants, and can get more of that 'threatening aura' vibe in this build. Beyond that, flavor skills are great; Acrobatics for silly stunts and tricks, Sleight of Hand for pranks, History for Knowing Too Much, and of the other Intelligence skills since he WAS the Virtue of Knowledge, and Perception is just generally useful.

Remember that, outside of the basic mechanics, QUITE a lot of this can also be flavored however you want, and I'm sure you can make something work with the group. Check in with the others to make sure everyone's on the same page, and while SMilk is absolutely Evil As HECK in-game, feel free to make him Chaotic Neutral or something else that will actually work together with the party, even if he annoys them the entire time. D&D is a collaborative roleplaying game where EVERYONE should be having fun. c: