Step 1

Mix butter and sugar in a large wooden bowl using a handheld mixer, spatula, or wooden spoon until the mixture is very creamy.

Step 2

Add the whole egg and egg yolks. Continue mixing until all are incorporated.

Step 3

Pour the cognac, vanilla, and lemon zest and mix well.

Step 4

Gradually add the sifted all-purpose flour, baking powder, and cornstarch while mixing. Continue mixing until there is no dry powder in the mixture. You can stop mixing if the mixture becomes evenly soft and silky. The final dough should not be sticky.

Step 5

Let the dough rest for 10 minutes.

Step 6

Preheat the oven to 325 degrees Fahrenheit

Step 7

Roll the dough until it is ¼ inch thick on a floured surface.

Step 8

Cut the circle with a round cutter and put them on a buttered cookie tray.

Step 9

Bake for 10-12 minutes.

Step 10

Place cookies on a wire rack until they are completely cooled.

Step 11

Fill the flat top of a cookie with dulce de leche using piping or spoon. Place another cookie flat down on top of the filled cookie, forming an alfajor.

Step 12

Flatten the sides by wiping excess dulce de leche with the back of a spoon.

Step 13

Roll sides of alfajores in a plate of shredded coconuts.