Using a hand-held or stand mixer, beat the butter until it is light, fluffy, and holding peaks like whipped cream, about 6 minutes.
Add the vanilla, orange blossom water, and 3 tablespoons of the sugar and beat for another couple of minutes.
Sift in the flour and gently incorporate it into the butter with a wooden spoon.
Add the milk, and then add more flour by the tablespoon until the dough is ready to shape.
Knead the dough for a minute or two and chill for 30 minutes.
Make the filling by processing the nuts until they are nearly-finely ground.
Combine the nuts with 3 tablespoons of sugar and 1 teaspoon orange blossom water.
Line two heavy baking sheets with parchment or Silpats and pre-heat the oven to 325°F.
Press a bit of the dough into the mold, flour the mold generously.
Pinch off about a tablespoon of the chilled dough, flatten it in your palm, place about a teaspoon of the walnut filling in the center, fold it over and seal the edges.
Nestle the stuffed dough into the mold cavity and press it into the mold.
Turn the mold over and slam it against the work surface until the cookie falls out.
Repeat this process with the remaining dough and cookies.
Bake one pan of cookies at a time until they are mostly white but golden on the bottom.
Sift confectioner’s sugar over the cookies lightly while they are still warm, and then again when they are room temperature.
