1. Cut the bacon in half crosswise. Fry it in a hot pan, drain on thick paper towels and keep it hot.
2. Cut the sweetbreads in 1-inch or slightly larger squares. Dip them in egg beaten with the milk, then in dry bread crumbs.
3. Brown the sweetbreads in the hot bacon drippings. Turn them so that they are cooked on all sides. Sprinkle with salt. Serve with bacon.