These walnut shaped cookies look pretty and taste delicious like in a childhood. With caramelized condensed milk it is hard to stop eating these walnut cookies that are shaped like nut shells. Slavic oreshki recipe, made with soft cookie, walnuts and Dulce de Leche or caramelized condensed milk. Who will resist such sweet treats? These cookies with condensed milk are perfect for Easter, Christmas and school events to make a treat for a crowd.