At least once while adding sugar, scrape the bowl and beater to make sure all of the added sugar is incorporated. Also, be sure to scrape just before adding the milk.
Please note: I feel like I get to cheat a little on the scraping. The reason is that I use the BeaterBlade+. It scrapes the bowl while mixing.
Buttercream 1
Chocolate Buttercream
More Frosting and Icing Recipes
How to Frost a Cake

