1. Start oven, set at Moderate, 350° F. Rub a baking dish with margarine or butter.
2. Pour the hot milk over the ladyfingers or macaroons placed in the bottom of the baking dish. Pour slowly so they absorb all the milk.
3. Beat the egg yolks with the sugar until foamy, add the salt and vanilla, stir in the nuts. Whip the egg whites stiff and fold in. Pour this over the ladyfingers.
4. Bake 30 minutes.