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These are simple shortbread sandwich cookies with a sweet filling of dulce de leche. While they have origins in Moorish Spain, alfajores are especially popular in South America. Different dough recipes are used for the cookies depending on the country. I like to use our Vanilla Shortbread Cookie Recipe for best results. We show you how to make the best Dulce de Leche filling and our quick and less messy technique on how to fill these buttery cookies.
COOKIE RECIPE HELP

INGREDIENTS
Dulce de Leche Filling Mixture:
1 recipe Dulce de leche made from one 14-ounce can sweetened condensed milk NOTE: SARAH SAYS: You can substitute with Dulce de Leche, sold in gourmet or Mexican food stores. 
2 teaspoons pure vanilla extract
2 tablespoons light rum
Pinch salt
 
Cookies:
1 recipe Vanilla Shortbread Cookies, baked and cooled. Make each in 2-inch round size
NOTE: For fun, you can also tint the dough in different colors, if desired! How to is included with the recipe.

Toasted coconut:
1 cup sweetened, shredded coconut, or more if needed, finely chop and lightly toast
Powdered sugar

NOTE: How to finely chop and lightly toast the coconut
1. Measure the coconut. Finely chop.
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2. Place the finely chopped coconut on a baking sheet. Bake in a 325 degree F oven until it just begins to take on color, about 5 to 7 minutes. Set aside and let cool. Place in a large shallow bowl until needed in the recipe.

INSTRUCTIONS
Make the Dulce de Leche Filling Mixture:
1. Spoon the dulce de leche into the bowl of a food processor fitted with a steel blade. Add the vanilla, rum, and salt and process until smooth.
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2. Transfer to a bowl and cool to room temperature. If using a spoon to fill the cookies, cover with plastic wrap and refrigerate for at least 2 hours before using. (It re-thickens as it chills.)
NOTE: If using a squeeze bottle to fill the cookies with, fill it with the room temperature dulce de leche filling mixture and then refrigerate for 2 hours before using.
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STORAGE
Keeps for 2 weeks.
 
Assemble the alfajores:
1. Line the baking sheets with waxed paper. Place half of the baked and cooled cookies on the paper, bottom side up.
Spoon about 3 teaspoons to 1 tablespoon dulce de leche filling mixture onto the center of each cookie.
NOTE: I used a squeeze bottle, and placed about 1 tablespoon filling onto each cookie half.
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2. Top with another same size cookie, bottom size down, and gently twist until secure and the filling is evenly distributed, so that some squeezes out the sides. 
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3. Rotate one cookie at a time on its side in the coconut, edging it with coconut and sealing in the dulce de leche. Set it back onto the baking rack.
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4. Repeat with the remaining cookies.

SERVE
If desired, sift powdered sugar over the tops of the finished cookies before serving.

STORAGE
Alfajores keep in the refrigerator for 3 days or the freezer for 3 months.