Preheat oven to 400 degrees. Coat a 9-by-13-inch baking dish with cooking spray, and line with parchment, leaving a 2-inch overhang on long sides. Spray parchment.
Pulse wafers in a food processor until finely ground, and transfer to a bowl. Add sugar and a pinch of table salt. Melt 6 tablespoons butter, and stir into crumbs. Press into bottom of dish. Bake for 10 minutes.
Heat chocolate, condensed milk, whole milk, remaining 4 tablespoons butter, and a pinch of table salt in a double boiler or a heatproof bowl set over a pan of simmering water, stirring, until melted. Stir in vanilla.
Pour chocolate mixture over baked cookie layer, smoothing top with an offset spatula. Sprinkle walnuts and coarse salt over top, pressing slightly to adhere. Refrigerate until firm, about 2 hours.
Remove fudge from dish using parchment to lift, and transfer to a cutting board; remove parchment. Trim edges of fudge with a sharp knife, and cut crosswise into six 2-inch-wide strips. Cut each strip crosswise into 3 equal bars, then cut each bar in half on the diagonal to form 36 triangles.
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