Place dates and milk in a deep non-stick pan, cover and cook on medium heat for eight to ten minutes or till the dates are soft. Allow to cool down and mash with hands, transfer into a bowl and refrigerate for thirty to forty minutes.
Take it out of the refrigerator and add biscuits, vanilla essence, cashewnuts, almonds and walnuts and mix well. Divide into eight equal portions and shape into fingers.
Spread the desiccated coconut evenly on a plate. Roll the fingers in the coconut and dust off any excess coconut.