Step 1

Sift the all-purpose flour, cornstarch, and baking powder. Stir all the ingredients very well and add the lemon zest.

Step 2

Use an electric hand mixer to mix the butter with the powdered sugar (previously sifted) until you get a creamy mixture.

Step 3

Add the milk and egg yolks, continue mixing until all the ingredients are well combined.

Step 4

Add the flour mixture in batches and mix well in between adding each batch of flour. The final dough should be smooth and not sticky. If it's still sticky you can add an additional handful of flour.

Step 5

Divide the dough into two equal parts and make two balls of dough. Then gently squash each ball into a thick disk shape. Cover them with plastic wrap and refrigerate for an hour.

Step 6

Preheat the oven to 375F (200 ° C).

Step 7

Remove the dough from the fridge and place it on a lightly floured surface. Use a rolling pin to flatten and extend the dough until you have a thin layer. The maximum thickness of the layer should be about five millimeters (less than ¼ inch).

Step 8

Use a round cookie cutter mold to cut as many circles as you can. I used a 2 in (5 cm) round mold. You can make them smaller or larger, just adjust the baking time accordingly.

Step 9

Put the cookies on a baking sheet lined with parchment paper, leave at least two centimeters or ¾ inch of space between each cookie to keep them from sticking together.

Step 10

Bake the cookies for about 12-15 minutes or until they are lightly golden. Remove the cookies from the oven and let them cool down completely.

Step 11

Take a cooled down cookie and place a teaspoon of dulce de leche on its inner surface (the part that was stuck to the baking sheet), spread it well to the edges of the cookie and then gently stick another cookie (baking side on the caramel) on top to form a cookie sandwich.

Step 12

Place the grated dry coconut on a flat plate and roll each stuffed cookie in the coconut mix until it sticks to the dulce de leche filling, giving it the characteristic look of the alfajor cookie. You can also dust the cookies with powdered sugar.

Step 13

You can keep the alfajores or dulce de leche cookies refrigerated for a week.