Source: Desert Candy
Alfajores (Caramel Sandwich Cookies)
Do not be alarmed by the amount of cornstarch in the shortbread, it’s what gives the cookies their tender texture. If you want to make the cookies on their own, as I often do, adding a bit of lemon zest to the mixture is a nice touch. Instead of rollling the edges in coconut, you can also dip the cookies in melted chocolate (dark or white), or simply leave them plain.
1 cup (1/2 lb.) butter, at room temperature
2/3 cup sugar
1 large egg + 1 egg yolk
2 tablespoons dark rum
1 teaspoon vanilla
2 cups all-purpose flour (plus more for rolling)
1 cup cornstarch
1 teaspoon baking powder
about 1 3/4 cups dulce de leche or cajeta (recipe follows)
about 1 cup sweetened flaked dried coconut, toasted
1. In a large bowl, with a mixer on medium speed, beat the butter and sugar until smooth. Add egg + yolk, rum, and vanilla and beat until well blended.
2. In a medium bowl, mix 2 cups flour, cornstarch, and baking powder. Stir into butter mixture, then beat until well blended. Divide dough in half, press each half into a disk, wrap in plastic wrap, and chill until firm, about 30 minutes.
3. Preheat oven to 350º F. Unwrap dough. On a lightly floured surface, with a floured rolling pin, roll one disk at a time to about 1/8 inch thick. With a floured, 2- to 3-inch round cutter, cut out cookies. Place about 1 inch apart on greased or lined baking sheets. Gather excess dough into a ball, reroll, and cut out remaining cookies. (I usually toast the coconut while I'm rolling out the cookies, just keep an eye so it doesn't burn.)
4. Bake until cookie edges just begin to brown, about 10 minutes. If baking two sheets at once in one oven, switch their positions halfway through baking. Let the cookies cool on sheets for 5 minutes, then use a spatula to transfer them to racks to cool completely.
5. Turn half the cooled cookies bottom side up and spread each with a heaping tablespoon dulce de leche (be generous). Top with remaining cookies. Place toasted coconut in a shallow bowl. Gently squeeze each sandwich until filling begins to ooze out sides, then roll edges in coconut. Cookies are best on the second day, they keep well for 2 weeks in an air-tight container at room temperature.
Dulce de Leche (adapted from David Lebovitz):
Preheat the oven to 425° F. Pour one can of sweetened condensed milk (not evaporated milk) into a glass pie plate or shallow baking dish. Stir in a few flecks of sea salt. Set the pie plate within a larger pan, such as a roasting pan, and add hot water until it reaches halfway up the side of the pie plate. Cover the pie plate snugly with aluminum foil and bake for 1 to 1¼ hours. (Check a few times during baking and add more water to the roasting pan as necessary, make sure the water is as high as the dulce de leche, otherwise the surface may burn). Once the Dulce de Leche is nicely browned and caramelized, remove from the oven and let cool. Once cool, whisk until smooth.