1Trim off the rind and cut the Manchego cheese into cubes.
2Warm up the Manchego cheese with some heavy cream and sugar in a pan.
3Infuse the cheese, cream, and sugar mixture for about 10 minutes.
4Blend the whole mixture until smooth.
5Strain the blended mixture through a fine sieve to get rid of any lumps.
6Cover the cream mixture and cool it down in the fridge for 24 hours.
7Chop the walnuts for the nueces garrapiñadas (candied walnuts).
8In a pan, heat sugar and water to create a syrup.
9Add the chopped walnuts to the syrup and cook over medium heat, stirring until the moisture evaporates and the sugar crystallizes.
10Increase the heat and continue stirring until the sugar melts again, forming a caramel coating on the walnuts.
11Spread the candied walnuts on a tray to cool down.
12Mix butter and honey to create a paste for the milhojas.
13Layer sheets of filo pastry (4 layers), brushing each with the honey-butter mix as glue.
14Once you have a block of eight layers, cut them into even rectangles.
15Bake the filo pastry rectangles in the oven at 190 degrees Celsius for six minutes.
16Whip the cold Manchego cream using an electric whisk.
17Transfer the whipped cream to a piping bag.
18Slice the membrillo into thin ribbons using a slicer.
19Assemble the milhojas by layering a base of fake puff pastry, Manchego cream, candied walnuts, quince slice, more Manchego cream, and another pastry rectangle on top.