Throw them away. Then you won't be tempted to give in. Tell him that tomorrow is his last bottle. Then the bottle fairy is taking them to new babies that need them (if that works for you)... then after he goes to bed, bag them up in a garbage bag and THROW THEM OUT into the OUTSIDE garbage... and put a bag of bathroom trash on top of it.
If he is thirsty, give him water in a sippy cup. That's it. He shouldn't have milk in his mouth before he goes to sleep (without brushing his teeth after) or he can ruin his teeth.
Then, start moving his bedtime up in 15 minute increments. He may not be able to go to sleep very well b/c he is over tired. My kids went to bed at 7:30 when they were 2.
Now let me get the rest of this correct.... you get him in bed, then he gets up and comes to YOUR bed and screams and cries until you give him his "milk"? And this lasts until around 11 or 12 ??
So... does he fall asleep and then wakes and comes and asks for his milk? Or does he just not go to sleep and gets up and asks for milk and if you don't give in then screams until you do?
That whole scene is not really clear to me...
It sounds like you just need to accept that he will have his milk and then give it to him...
OR,
you could tell him "no" and put him back to bed. Over and over and over and over again.... and then the next night: repeat. repeat. repeat. repeat. Until he understands that he isn't going to get it.
I'd recommend you start on Friday night, when you'll have a couple of nights to get through the worst of it.
Try to be patient with him... he did not create this situation. He only asked for his milk, initially, and has not been given any limitation on it to this point, or so it sounds. And when you tried to limit it, he screamed and you gave in, reinforcing that screaming gets him what he wants. So, unfortunately, it may be a little more stressful to get through this than it is for other families. Just know that if you decide to end this situation, that you HAVE TO END IT. You CANNOT give up and give in half way through the process. Decide now, and stick with what you decide.