Melt the butter and place it in a large bowl. If it is too hot let it cool for a while.
Add sugar, cocoa powder and milk. You can first use the half sugar and then add the rest little by little testing the sweetness.
Add vanilla and stir the ingredients to unite.
Slightly beat the egg whites and add them in the mixture.
Add biscuits and stir carefully (at this point you can also add the walnuts).
Add brandy and stir again.
Cover the bowl with a plastic wrap and put in the fridge for about 30'.
Place the mixture along one side of a parchment paper (or plastic wrap). Wrap it pressing gently while rolling it to the other side, with the paper giving it a cylindrical shape about 3 inches in diameter.
Put the dessert in the fridge for a few hours.
When you see that becomes quite compact, so that you can cut it into slices, then it is ready.
If you’re in a hurry you can put the dessert in the deepfreeze for less time.