Knead a dough from the oil, eggs, sugar, walnuts, milk and flour (flavored with the vanilla in advance).
Roll it out into a sheet about 3/32" (3 mm) thick.
Use a glass to cut out circles and place them in a buttered and floured tray.
Bake the cookies in a preheated 356°F (180°C) oven. Let them cool and then stick them together in pairs with the marmalade.