Classic Alfajores

Make the dough

1. Cream butter and sugar. In a large bowl, beat the softened butter and powdered sugar until smooth and fluffy, about 2 minutes.

2. Add yolks and vanilla. Beat in the egg yolks one at a time, then mix in vanilla. Scrape the bowl with a spatula.

3. Mix dry ingredients. In a separate bowl, whisk flour, cornstarch, baking powder, and salt.

4. Combine. Add the dry mix to the butter mixture and mix on low just until a soft dough forms. If it looks crumbly and will not come together, add milk 1 teaspoon at a time until it does.

5. Chill. Press dough into a flat disc, wrap, and refrigerate for 30 minutes.

Roll and bake

1. Preheat oven. Preheat oven to 350°F (177°C). Line baking sheets with parchment.

2. Roll. On a lightly cornstarch-dusted surface, roll dough to about 1/8 to 1/4-inch thick, depending on whether you want them extra delicate or a little plush. If it cracks at the edges, let it sit 3 to 5 minutes to warm slightly, then roll again. If the dough feels delicate or sticky, roll it between two sheets of parchment for an easier life.

3. Cut. Cut 2-inch rounds and place them 1 inch apart on the prepared sheets. Re-roll scraps as needed.

4. Bake. Bake 10 to 12 minutes, rotating once, until tops look set and bottoms are just barely golden. Do not overbake.

5. Cool. Cool on the baking sheet for 5 minutes, then transfer to a wire rack to cool completely.

Fill and finish

1. Pair up. Match cookies into similar-sized pairs and flip half of them bottom-side up.

2. Fill. Spoon or pipe dulce de leche onto the flipped cookies, about 1 to 2 teaspoons each. Try not to overfill, or it will squeeze out when you top them.

3. Top. Add the remaining cookies and gently press until the filling reaches the edge.

4. Roll edges. If using coconut, roll the dulce de leche edges in shredded coconut. For extra neat edges, chill the filled cookies 10 minutes first.

5. Dust (optional). Finish with a light powdered sugar dusting right before serving. (It tends to melt into the cookies during storage, which is still delicious, just less snowy.)