1. Starting a day ahead, place the cod in a glass, enameled or stainless-steel pan or bowl, cover it with cold water and soak for at least 12 hours, changing the water 3 or 4 times.
2. Drain the cod, and rinse under cold running water. With a small knife, remove and discard any skin and bones, and arrange the slices in a baking dish just large enough to hold them in one layer.
3. Warm the milk over moderate heat until bubbles begin to form around the edges of the pan. Pour it over the cod, and let it stand for 1 hour. Then drain and discard the milk.
4. Preheat the oven to 350°. Pour the olive oil evenly over the fish and bake in the middle of the oven for 15 minutes, basting occasionally with the oil.
5. Place 3 slices of ham and then a slice of tomato on top of each slice of fish, baste thoroughly with the cooking liquid and bake 5 minutes longer. Sprinkle the fish with the sieved egg yolks, olive wedges and parsley and serve at once directly from the baking dish.
