In a separate bowl, mix the sugar with the butter. Add the yolk and the vanilla and keep stirring.
Add the milk slowly. Now add the flour mixture.
In a third bowl, beat the egg white, then add it to the mixture.
Make small balls out of the mixture and place them on a baking tray greased with butter.
Bake them in a pre-heated oven at 180 C / Gas 4 for 15 minutes. Let the biscuits cool before serving. Store in an airtight tin or freeze for up to 3 months.