Sift flour with baking pwdr. into a bowl; make well in middle of it. In another bowl, beat egg yolks with sugar and vanilla, then pour into flour. Add melted butter. Knead mixture into soft dough, slowly adding the milk as you knead. Let dough rest for 10 min. Separate dough into 4 parts and roll each out a 1 cm thick; cut into rounds, and place carefully on buttered cookie sheet. Beat egg whites lightly, brush over cookies; press half an almond into center of each. Bake in preheated 150ºC . oven for abt. 15 min. Remove from oven and cool. Spoon some marmalade onto half the cookies and top them with the others. Serve immediately.