Soak livers in milk for 15-20 minutes, then drain and pat dry.
For lardy croûtons, melt lard in a frying pan over medium-high heat, add sourdough and stir occasionally until crisp and golden (4-6 minutes). Drain on paper towels and season to taste.
Cook bacon in a non-stick frying pan over medium-high heat until browned (3-5 minutes). Remove from pan with a slotted spoon and set aside. Melt butter and lard in pan, then add livers and fry, turning occasionally, until browned and cooked medium-rare (5-6 minutes), then reserve. Deglaze pan with Sherry and vinegar and simmer until reduced by two-thirds (2-4 minutes), then transfer mixture to a bowl. Allow to cool briefly, then whisk in olive oil. Slice livers and add to bowl along with bacon, frisée, croûtons and chives. Toss to combine, season to taste and serve.