Burfee (Burfi) is a fudge like milk sweet. It is by far the most decadent of Diwali treats. Lush, milky and fragrant, it is a treat best enjoyed shared – not just in the spirit of Deepavali but to avoid overindulgence! Burfi can be made by boiling a milk powder and sugar mixture or can be uncooked. Like fudge, the process of making burfee may seem simple but can be tricky.