Cut each biscotti into 4 pieces.
Beat the butter and the egg yolk with 2 tbsp powdered sugar. You need to get a smooth cream that you can use to stick the biscotti pieces in pairs.
After you've stuck them together, put them briefly in the fridge, for the cream to harden. In a suitable casserole, pour in the milk, 2 tbsp cocoa and 2 tbsp powdered sugar and boil until thickened. Leave it to cool.
Then dip each of the biscotti pairs in it and immediately roll them in the grated milk chocolate.
Put the biscotti bonbons in the fridge for about 2 hours to harden.