Alfajores  

Step 1

Make the dulce de leche: Bring a large pot of water to a boil, then carefully lower condensed milk cans on their sides into the water. Simmer for 3 hours 15 minutes, refilling with hot water as needed to keep cans submerged. Never let the water boil away, or the cans could burst. Using tongs, transfer cans to a rack to let cool completely before opening.

Step 2

In a small bowl, combine brandy, lemon zest and 1 teaspoon vanilla.

Step 3

In a large bowl, whisk together flour, cornstarch, baking powder, baking soda and salt.

Step 4

In the bowl of an electric mixer, beat sugar and butter until light and fluffy, about 3 minutes. Add yolks and beat to combine, then add brandy mixture and beat until just combined. Add flour mixture, and mix on low speed until the dough just comes together.

Step 5

Divide the dough in half and roll each piece into a log about 1 1/2 inches thick. Wrap in plastic and chill until firm, at least 2 hours.

Step 6

Heat oven to 350 degrees. Line 3 baking sheets with parchment paper. Remove dough from plastic wrap and slice into 1/8-inch-thick rounds. Place on prepared sheet pans, then bake until edges start to turn golden, about 7 minutes. Transfer each pan to a rack to cool completely.

Step 7

In a small bowl, combine dulce de leche with remaining 1 teaspoon vanilla and a large pinch of salt. Spoon the mixture into a plastic zipper bag and cut a corner off. (Or you could scoop it into a pastry bag if you prefer, or just use a spoon.)

Step 8

Flip half of the cookies upside down and pipe a thick layer of dulce de leche onto bottoms (or use a spoon to spoon the mixture on). Top with remaining cookies to sandwich the dulce de leche in the middle. Roll sides in coconut. Eat right away, or store in the refrigerator until serving.