Besos o Yoyos (Jam-Filled Sandwich Cookies)

Preheat the oven to 350°F with a rack in the center. Line 2 baking sheets with parchment.  , To make the cookies: In a stand mixer fitted with the flat beater attachment, beat the butter, sugar, and lemon zest on medium speed until the mixture is pale and fluffy, about 3 minutes. Scrape down the bowl once or twice during mixing. , In a small bowl, whisk together the milk, egg, and vanilla. In a medium bowl, whisk together the flour, baking powder, baking soda, and salt. Add about 1/3 of the flour mixture to the batter, beating gently to combine. Gently beat in half the milk mixture. Mix in another third of the flour, then the remaining milk. Stir in the remaining flour. Once everything has been added to the mixer, continue to mix on low until no dry spots of flour remain. , Using a heaping teaspoon cookie scoop, a spoon, or your hands, portion the dough into 24 balls (about 1" big, weighing 20g each). Roll the dough between your palms to form smooth balls. Arrange the shaped cookies on the baking sheets, spacing them evenly apart., Bake the cookies, one tray at a time, for 12 to 14 minutes, until the tops are set, with no shiny, moist areas, and the bottoms are golden brown. Let the cookies cool completely on the baking sheet. , To make the coating: While the cookies are baking, mix together all of the coating ingredients, either with a wooden spoon, spatula, or flat beater attachment of a stand mixer, until completely smooth and homogenous. , To assemble the besos: Spread a thin layer of strawberry jam over the flat side of one of the cookies, then press another cookie on top to make a sandwich. Repeat with all of the cookies. , Place the shredded coconut in a shallow bowl. Using your hands (prepare to get a little messy!) or a nylon spreader, spread the coating all around the sandwich to ensure it’s fully coated. Transfer the coated sandwich to the bowl of coconut, rolling gently to fully coat. Repeat with all of the other sandwich cookies., Storage information: Besos are best fresh. Store in an airtight container for 1 day.