Preheat oven to 375 degrees. Butter and flour 6 large or 8 medium brioche tins and place them on a sheet pan (or you could also use a muffin tin).
Combine sugar, ground toasted hazelnuts and flour in a large bowl. In a smaller bowl combine egg whites, melted butter and vanilla extract.
Pour the liquid mixture into the dry mixture and whisk together just until combined. Do not over mix. Pour batter (it will be very thick and viscous) into prepared tins.
Bake for 15 minutes or until the cakes are golden brown and spring back when touched in the center.
When cool enough to handle remove from tins and sprinkle with confectioners' sugar. Milanese are best eaten fresh. Tightly wrap any uneaten portions and they'll stay tasty for a couple of days.