Combine milk, sugar, oil, vanilla, and zest. Stir in cornstarch, baking powder, salt, and 1 c flour. Once that is well mixed, add the remaining flour.
Oil the baking sheets and preheat oven to 350.
Wash and thoroughly dry your hands, then dust them with flour.
Take about a T of dough and roll it into a 1½-inch tube, then flatten it into about a 2×1-inch oval. Place on baking sheet and continue with the rest of the dough. You should end up with 32 cookies, half on on each baking sheet.
Bake the cookies for about 15 minutes, until firm and just golden brown. Remove from oven, let sit for a couple of minutes, then transfer to wire rack and let cool for about 10 minutes. (If your oven isn’t big enough for both cookie sheets, just do one batch at a time.)
Meanwhile, melt the chocolate in the double boiler and spread the nuts in the shallow bowl.
When the cookies are cool, dip the bottom, flat edge of each cookie in the chocolate, then press the chocolate-coated side in the nuts. Place on plate and repeat with remaining cookies.
Refrigerate for at least an hour, so that the chocolate sets.
Remove from fridge at least 30 minutes before serving.