• Add water into a saucepan or pressure cooker about half way. Put the unopened sweetened condesnsed milk can in the water. Cover the pan or pressure cooker with a lid. If using the pressure cooker, don't use the whistle.
• Boil the unopened can of sweetened condensed milk in a saucepan or pressure cooker(without the whistle) for about 1½ - 2 hours.
• Let the can cool down completely.
  
• Apply the caramel on two of the biscuits, the underside.
• Dip one into the chopped cashew nut and the other to the chopped walnuts.
  
• The caramel will help the nuts to stick to it.
  
• Sandwich both together.
• Place it in the individual bowl or tray.
  
• Repeat with the remaining biscuits.
• Add milk, cream, vanilla extract, 3-4 tbsp of the remaining caramel and coffee powder (if using any) into a blender jug.
• Process the mixture till it becomes frothy. Taste the mixture for sweetness. Can add some more caramel if you wish.
• Pour the liquid over the sandwiched biscuits. Don't worry, the biscuits will try to float up.
  
• Add any extra chopped nuts that may remain.
• Cover the tray or bowls with cling film and put it in the fridge for about 4-6 hours. Best to make it overnight.
• After about 2 hours or so, using a spoon, pour the milk from the sides onto the biscuits.
• Serve biscuit pudding chilled.

Tips:

• Buy one of those large plastic/glass tins or trays with a lid. Very useful for desserts. That way you don't need to use too much of cling film or wrap.
• Make the caramelised condensed milk the previous day to save on time.
• If you are making half the recipe, then the save the caramel. Put it in a container in the freezer till you need it next time. Don't forget to add about a tbsp or so of it in the cream milk mixture.
• I have tried using other nuts but the taste is not the same. So try and get walnuts and cashew nuts.