Spilling anything on real fur runs the chance of ruining it! You don't want to get something like mink wet at all! If it is very valuable, don't use it - find a fake polyester fur that can be washed, then it won't matter if you use real milk or not, you can just throw it in the washer. The only alternative I can think might work as well would be non-fat dry milk mixed with water, but it tends to be more expensive than the real thing, so...

Anyway, hope it helps.