In a large mixing bowl, sift together the cornstarch, all-purpose flour, sugar, and baking powder. Mixing the dry ingredients first ensures even distribution of the leavening agent and sugar.

Add the cold, cubed butter to the dry mixture. Using a pastry cutter, fork, or your fingertips, blend the butter into the flour mixture until it resembles a sandy, crumbly texture.

Once the mixture has a sandy consistency, add the egg yolks and vanilla extract. Gently knead just until the dough comes together, being careful not to overwork it.

Shape the dough into a disk, wrap it in plastic wrap, and refrigerate for at least 1 hour. Chilling will firm the dough and make it easier to handle when rolling out.

Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.

Roll out the chilled dough on a lightly floured surface to about ¼-inch (5-6 mm) thickness.

Using a round cookie cutter (about 2 inches or 5 cm in diameter), cut out circles of dough. Place the cookies on the prepared baking sheet, leaving a little space between them.

Bake for 12-15 minutes, or until the edges of the cookies are just set and the tops are dry to the touch. The cookies should remain pale, not browned.

Let the cookies cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.

Once the cookies are completely cool, spread about 1 tablespoon of dulce de leche on the flat side of one cookie.

Top with another cookie, pressing gently to create a sandwich.

Roll the edges of the filled cookies in shredded coconut so it adheres to the dulce de leche.

Serving and Storage

Alfajores are best enjoyed fresh, but they can be stored in an airtight container at room temperature for up to 3 days. For longer storage, refrigerate them, and they’ll keep for about a week.