Alfajores de dulce de leche

Bring the milk, sugar and a pinch of baking soda to a boil in a pot, then turn down to a simmer.

Stir every 10 minutes for about an hour.

Cream the room temperature cubed butter with the paddle attachment.

Grate in the zest of a lemon, add the powdered sugar and cream again.

Add the egg yolks one at a time, mixing between each.

Sift the flour and the cornstarch together with the baking powder.

Add the dry mixture to the mixer a little at a time until incorporated.

Flatten the dough in a bag and chill an hour.

Whisk the cornstarch and water into a slurry and stir it into the simmering milk, then add the vanilla; stir frequently so the bottom does not burn.

Cook about two hours in total until it turns colour; it thickens further as it cools and is done to your own preference.

Roll the chilled dough out to one centimetre thick.

Cut out the cookies.

Bake at 350F for 10 to 13 minutes, until slightly cracked but not coloured.

Chill the dulce de leche until completely cool; if it is still too runny when cold, return it to the heat and cook again, but overcooked it turns to hard candy.

Reheated for 30 to 40 minutes it darkens and thickens.

Pulse the warm dulce de leche in a blender with a tiny bit of milk, then pass it through a sieve to lose the clumps.

Chill or freeze the filling so it firms up before piping; warm hands in the bag make it spread.

Pipe the dulce de leche onto one cookie and sandwich with another.

Freeze the assembled cookies about five minutes to firm the filling, then clean up the edges.

Stick grated coconut onto the exposed dulce de leche around the edge.