Position a rack in the middle of the oven and preheat oven to 350 degrees F. Line a baking sheet with a silicone baking mat or parchment.
Pulse the nuts in a food processor to finely chop, allowing some larger pieces of nuts to remain. In a large bowl, combine butter, almonds, flour, sugar, salt and cinnamon. In a small bowl, beat egg yolks with 1 tablespoon of the milk. Add the extract. Drizzle yolk mixture over almond mixture and toss with fingers to combine and get everything moistened. (If needed add up to 1 more tablespoon of milk.) Mixture should still be crumbly, but not dry, like a crisp topping.
Sprinkle 1 cup (about half of the crumbs) on the prepared baking sheet and press lightly to create a thin, even 8-inch round. Sprinkle remaining crumbs over the top to give the cookie some texture. Bake until golden brown and crisp, rotating baking sheet halfway through baking, about 30 minutes. For an extra crispy cookie, turn oven off at this point and let the pan rest in oven for 10 minutes.
Cool on a rack until easy to handle. Slip the fregolata on the paper onto a rack to cool completely. When cool, sift confectioners' sugar over top.
To serve, place a whole almond or overturned demitasse spoon under the center of the fregolata and rap the top with a spoon or the side of a knife to crack into serving pieces.
Dough can be frozen on cookie sheet for up to 1 week and baked from the freezer (for an extra 5 to 10 minutes). Store baked cookie in an airtight container or on a baking sheet wrapped with plastic wrap for up to 1 week. Baked cookie can be wrapped in plastic wrap, then aluminum foil, and frozen for up to 2 weeks.
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