Did your child/does your child have a milk protein allergy?

I am not talking about an intolerance but a confirmed milk protein allergy. If they do/did have it, did you wait for the Doctors looking after him/her to challenge them with dairy or did you do it slowly and safely in your own home? My Daughter is 11 months and has a confirmed cows milk protein allergy (hers is IEG) and a peanut allergy. She is due to be challenged in hospital in June but she is getting increasingly frustrated with her diet and I wondered whether it would be stupid to challenge her with small amounts of cooked milk (in biscuit for example) ahead of her challenge or whether it would be better to wait, since we've waited this long. I am not about to go against what her Doctors say, nor am I EVER going to challenge her (or let them challenge her) with peanut due to the severity of her first reaction but if you had a child or have a child with a dairy allergy, did you just wait it out or try it yourself? And if you tried, did you start with cooked milk products and only small amounts?