Lightly grease an 20 cm square dish. Set aside.
Place confectioners' sugar and cocoa in a medium-sized, heat-resistant, non-metallic mixing bowl. Stir to combine. Add milk and butter to sugar-cocoa mixture. DO NOT STIR. Heat, uncovered, on FULL POWER 2 minutes. After cooking, stir just to combine ingredients. Add vanilla and nuts. Stir until blended. Pour into prepared dish and refrigerate for 1 hour before cutting and serving.