Personally I wouldn't give it but now he's expecting it it might be a bit tricky. Could you try watering it down? Or giving less and less each night? Eventually just offering water?
I don't think they really need milk in the night at that age. If he's genuinely hungry, could you try a snack before bed?
We're going through a difficult time with getting dressed and baths with my son at the moment. I've tried lots of tactics and in the end this week I've had to get to the point of "Look, I know you don't like it, there's nothing I can do about it, we've got to do it".
The other reason it's important to stop this is surely if he's not potty trained yet, it's going to make night time training harder. If he out of nappies, is it not going to cause more accidents?