In a large mixing bowl, beat egg whites over medium speed until soft peaks form.
Add granulated sugar and mix well.
Add flour, butter, milk, and vanilla extract; mix just until blended.
Line 2 baking sheets with parchment paper. Draw two or three 7-inch circles on the paper.
Spoon 3 Tbsp. batter into the center of each circle. Spread in a layer to cover the entire circle.
Bake at 400° 6-7 minutes; remove from oven.
Use a metal spatula to remove wafers from baking sheet. Place a cone form in the center of each wafer and roll the wafer around the cone.
Press gently at the seam to seal; place seam-side down to cool. Cones will harden as they cool.