I had the same problem with my electric press so I just held the trigger a few more seconds and they came out. Depending on the disc I was using I counted 8-10 seconds for each cookie and they came out great. If you're using a manual press you may just need to turn it a few more times.
Could it be that they are too buttery? 
I have that problem with the first couple when I use my press then they start coming out ok and sticking to the foil. I use reynolds release foil.
I add a little more butter to mine to make them thinner then once I'm done twisting it I pull away quickly. Slow seems to leave them attached to the press.
Hi.
I was making cookies yesterday and had the same problem that you are describing. I was using parchment paper to line my pans and the dough wouldn't stick to the paper enough to come out of the press right. I tried it without using the paper and it worked perfect. I just pressed the cookies directly onto the pan. Hope this helps.
Merry Christmas to you too.
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