Take all the dry fruits and nuts. If the dried figs are chewy and hard, then soak them. You can also soak dates if they are hard. If they are soft, then you don’t need to soak them either.
Put all that in a blender without adding milk.
Blend to a semi-fine mixture. You can make a fine paste if you prefer. If making for small kids, then make a very fine paste by adding 1/4 Cup milk.
Finally add frozen milk and 1/4 cup water. You can add sugar in this stage if you like. Blend it to a fine paste.
Pour the dry fruits milkshake into glasses and serve straightway. You can add some sliced nuts like almond or pistachios for garnishing if you like.