Break the egg in a small bowl. Whisk.
Melt the butter in a pot over low heat. Make sure to keep an eye, not to burn it.
As soon as butter is melted remove from heat and immediately add the sugar, cacao and vanilla. Mix well.
Then add the milk and mix again.
In a large pot crumble the biscuits. Do not leave them too large, but do not turn them into powder either.
Add the chopped walnuts, a lemon's zest, butter and cacao mixture to the biscuits.
Put the mixture into the fridge for 15 minutes.
Take out of freezer, give the shape you want. You can put them into cupcake papers or a cake plate or make a triangle prizma which is the most common shape given in Turkey.
Keep it in the freezer for at least 2 hours. Slice and serve.