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Step 1
For the ducle de leche: To a heavy based medium saucepan add the sweetened condensed milk and evaporated milk. Bring to a simmer and then continue to simmer gently over a medium heat whilst constantly stirring. After about 20-30 minutes you will have a milk that will be thick and lightly caramelised. The longer you cook it the darker it will become.
Step 2
For the alfajores: To a food processor add the cornflour, flour, icing sugar and butter. Process until the mix looks like breadcrumbs. Add the egg yolks, cinnamon and vanilla extract and process until dough-like. Briefly knead the dough on a work surface and form a ball. Wrap it in cling film and put it in a fridge to rest for an hour.
Step 3
Preheat an oven to 180°C (360°F).
Step 4
Roll the dough to 1 cm thick on a lightly floured surface. Cut out biscuit shapes with a biscuit cutter and put on a baking parchment lined baking sheet. Bake in the oven for 14-16 minutes, or until they attain a slight brown colour with crispy edges. Cool on a wire rack.
Step 5
Sandwich a heaped teaspoon of dulce de leche between two biscuits being careful not to break them. Roll the biscuit in toasted coconut so that it sticks to the filling.