Line a baking sheet with parchment. Beat the butter and sugar until light. Mix in the almonds until well-combined and they start to break into smaller pieces. Mix in the milk and almond extract. Mix in the flour. Roll the dough into 24 balls and place on the baking sheet. Press each ball into a 1/2-inch thick disk. Brush the tops of the cookies with the egg yolk. Chill in the fridge for 30 minutes. Bake in a preheated 350 degrees F oven for 15 minutes, or until lightly browned.