"Mangiamo il maiale al latte."
Don't knock it 'til you tried it. Bistecche al latte is godly, maiale is fine too.
For real. A pork loin braised in milk is fantastic. http://www.bonappetit.com/recipes/2012/10/pork-loin-braised-in-milk
Is this similar to "cochon de lait", nothing to do with milk, but just a roasted young pig?
No, that would be "maialino da latte" (a pig of breastfeeding age) or "porcetto" (the same but roasted), widely known as porceddu (in Sardinian) because of the popular local recipe. Not that there aren't many, many other recipes. Maiale al latte means a pig cooked with milk.