How Parmigiano-Reggiano Is Made. Parmigiano-Reggiano is made from raw cow’s milk. The whole milk of the morning milking is mixed with the naturally skimmed milk (which is made by holding milk in large shallow tanks to allow the cream to separate) of the previous evening’s milking, resulting in a part skim mixture. This mixture is pumped into copper-lined vats (copper heats and cools quickly).