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Step 1
Line 2 baking trays with baking paper and place in the freezer to chill.
Step 2
Use a stand mixer on medium speed to beat butter, caster sugar and lemon rind until pale and creamy. Add egg yolks, brandy and vanilla. Beat until combined, scraping down side of bowl. Sift cornflour, flour, baking powder and salt over the butter mixture. Mix on low, just long enough to make a cohesive dough. Remove dough from mixer, flatten into a disc and wrap with plastic wrap. Place in the fridge to rest.
Step 3
Fill a large bowl with iced water. Place a medium heatproof bowl on top. Set aside.
Step 4
To make the dulce de leche, warm the milk in a small saucepan over medium‐low heat until warm. Meanwhile, place white sugar in a large saucepan. Stir over low heat until dissolved. Continue to cook until deep amber. (Do not boil.) Carefully add butter, 1 tbs at a time, stirring to incorporate after each addition. Slowly add the warm milk to the sugar mixture, stirring, until completely liquid and smooth. Add condensed milk. Bring to a gentle boil. Stir over medium‐high heat for 4‐5 minutes or until thickened and deep caramel in colour. Use a spatula to pass the dulce de leche through a sieve into the bowl set over the iced water. Stir until cooled slightly. Spoon into a large piping bag and place in the fridge until cooled completely.
Step 5
Preheat oven to 195C/175C fan forced. Roll out dough to about 5mm thick. Use a 4cm‐diameter round pastry cutter to cut out 40 rounds. Place on prepared chilled trays. Return to fridge for at least 5 minutes to chill. Bake for 8‐10 minutes or until evenly cooked and light in colour. Set aside on trays for 5 minutes to cool slightly. Transfer the biscuits to a wire rack to cool completely.
Step 6
Place the chocolate in a small, deep heatproof glass bowl over a saucepan of simmering water (make sure the bowl doesn’t touch the water). Stir until melted and smooth. Remove from heat. Set aside.
Step 7
Turn half the biscuits upside down so presentation side is underneath. Pipe about 1 tablespoonful of dulce de leche onto centre of each upturned biscuit. Place another biscuit, presentation‐side up, on top of the dulce de leche. Gently press together. Place in fridge for at least 10 minutes or until set. Line a baking tray with baking paper. Dip half of each biscuit sandwich vertically into the melted chocolate. Let the excess chocolate drip off and place assembled biscuits on prepared tray. Sprinkle the chocolate side with coconut. Place the alfajores in the fridge until the chocolate is set then serve.