Whisk the egg yolk and mix it with powdered sugar until combined.

Add grape seed oil to the egg mixture and stir until well combined.

Sift cake flour and cocoa powder into the mixture and gently fold.

Add almond slices and milk, then use a spatula to mix by cutting through the dough. Adjust the texture with milk as needed.

Shape the dough into a log, wrap it, and freeze for at least 1 hour or up to 2 days.

Slice the chilled dough into cookie shapes.