Preheat oven to 375°F. Lightly oil or line baking tray with parchment paper.
Place the macadamia nuts, flour, sugar and ginger in a food processor and process to a fine powder.
Add the egg and vanilla and pulse a couple of times.
Gradually pour in the milk while pressing the pulse button until mixture just starts to come together.
Transfer to a floured board and knead gently to a smooth dough.
Shape dough into bite-sized balls, place on non-stick or lined baking tray and press gently with a fork.
Bake for 12-15 minutes or until golden brown on base. Cool on a wire rack before placing in sealed containers to store in a cool dark place for up to a month.