This recipe comes from my Argentine connection, Ana Rambaldi. They are crunchy cookies sandwiched with a filling of dulce de leche—caramelized sweetened, condensed milk. The filling is easy to prepare, but canned dulce de leche may sometimes be purchased in Hispanic grocery stores.
Makes about 15 2- to 3-inch sandwich cookies
1 1/4 cups unbleached all-purpose flour (spoon flour into dry-measure cup and level off)
1 2/3 cups cornstarch
1 teaspoon baking powder
10 tablespoons (1 1/4 sticks) unsalted butter, softened
2/3 cup sugar
1 teaspoon grated lemon zest
1 tablespoon Cognac or brandy
4 large egg yolks
1 14-ounce can sweetened condensed milk
1 12-ounce can evaporated milk
Water or milk as needed
1 cup sweetened shredded coconut, ground medium fine in the food processor
2 cookie sheets or jelly-roll pans lined with parchment or foil
Set racks in the upper and lower thirds of the oven and preheat to 350˚F.
For the dough, Stir the flour, cornstarch, and baking powder together in a small bowl and set aside.
Beat the butter and sugar in an electric mixer fitted with the paddle on medium speed until soft and light, about 2 to 3 minutes. Beat in the lemon zest and Cognac.
Add the egg yolks one at a time, beating smooth after each addition.
Remove the bowl from the mixer and stir in the flour mixture with a large rubber spatula.
Scrape the dough from the bowl to a lightly floured work surface and fold it over on itself 2 or 3 times to make it smooth.
Use a knife or bench scraper to divide the dough into 3 pieces.
Place one piece of the dough on a lightly floured work surface and lightly flour the dough. Roll the dough about 1/4-inch thick, moving it often to prevent sticking.
Cut out the cookies with a 2 1/2-inch diameter plain cutter. Place the cookies on the prepared pans 1 inch apart in all directions.
Gently knead to incorporate the scrape into the next piece of dough and repeat rolling and cutting. Repeat incorporating scraps and rolling and cutting the last piece of dough. Roll the remaining scrapes once more, but discard the scraps after rerolling twice. The cookies will be tough if the dough is rolled too much.
Bake the cookies until they are evenly golden, about 15 minutes. Change the position of the pans from upper to lower rack and vice versa, also turning them back to front, at least once during baking. If your oven gives strong bottom heat, stack 2 pans together for baking on the bottom rack to provide extra insulation and avoid burning the cookies.
Slide the papers from the pans to racks to cool the cookies.
To make the dulce de leche, set a rack in the middle level of the oven and preheat to 350˚F.
Heat the sweetened condensed milk and the evaporated milk in a medium saucepan over low heat, stirring occasionally, until it comes to a boil. Pour the hot milk into a 9 x 13-inch glass or enameled pan and bake it, stirring often, until it is thick and caramel-colored, 20 to 30 minutes. Scrape the dulce de leche into a glass or stainless steel bowl. Stir in a couple tablespoons of water or milk to bring the filling to a spreading consistency. Press plastic wrap against the surface and chill it until you are ready to assemble the cookies.
To assemble the alfajores, turn half the cookie bases upside down so that the flat bottom sides are upward. Spoon or pipe about 1 teaspoon of the dulce de leche onto each. Place the other cookies on the filling, flat side down, gently pressing to adhere.
To finish the alfajores, brush some of the dulce de leche on the side of each cookie then roll the cookies in the coconut.
Storage: Keep the alfajores in a tin or plastic container with a tight-fitting cover between sheets of wax paper.