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Tip the madeira cake and nuts into a medium bowl. Drizzle over the brandy and stir well. Divide the mixture between 6 large tumblers, then top with compote and custard.
Break the bars of nut brittle into a food processor and blitz until crushed quite finely. (You can prepare to this stage up to two hours before serving.)
When ready to serve, sprinkle a thick layer of crushed brittle on top of each tumbler.