When you soak frog legs in milk, it helps to tenderize the meat and also adds a subtle flavor. Milk is a natural source of enzymes that can break down tough proteins, making it perfect for marinating. It's also important to use whole milk rather than skimmed milk, as the fat content will help keep the frog legs moist during cooking. Soaking your frog legs in milk overnight will ensure they're nice and tender when you come to cook them.