Combine egg yolks and sugar in top of a double boiler; beat well. Soften gelatin in cold milk; stir into scalded milk. Gradually add milk mixture to egg mixture in top of double boiler, stirring constantly. Cook over boiling water, stirring frequently, 15 minutes or until mixture thickens slightly. Remove from heat. Let cool completely. Stir in nuts and brandy.
Beat 1 cup whipping cream until soft peaks form. Fold whipped cream into cooled gelatin mixture. Spoon mixture into a 1-quart fluted mold. Refrigerate overnight or until set.
Unmold onto a serving platter; serve with Apricot Sauce.