Beat the butter with the egg yolks until creamy. Add the flour and the milk and knead well. Divide the dough into 5 pieces and roll these into 9 inch circles. Bake the circles about 10 minutes at 175 degrees Celsius and allow them to cool down. In the meantime, bring a large pan of water to the boil and put the unopened can of condensed milk in the water. Boil for three hours (the milk will caramelize). Open the can. Sprinkle 1 cookie layer with brandy, add some of the caramelized milk, sprinkle with nuts. Put a cookie layer on top. Continue until you can close the stack with the last cookie layer.

This recipe is actually called "torta de mil hojas" (cake of 1,000 sheets) but I did not have time to make 1,000 layers.