Make the mixture for the syruped biscotti by heating up the milk with the sugar and vanilla. Then, dip the biscuits lightly in the liquid and arrange them at the bottom of a rectangular oven dish. Pour the condensed milk over them.
Then cover them with more biscotti, dipped in liquid. Pour the vanilla cream mixture over them. Leave the cake in the fridge, while you prepare the caramel glaze.
Caramelize the sugar and take it off the stove. Wait for it to cool, pour in the water and return to the stove. Wait for it to thicken a bit, then remove from the stove, wait for it to cool a bit again and pour it over the cake. Sprinkle with ground hazelnuts. Leave it in the fridge briefly and serve it sprinkled with cocoa to your guests.