Argentinean Alfajores Cookies

Preheat your oven to 350 degrees Fahrenheit, or 175 degrees Celsius. To prevent the baking sheets from sticking, cover them with parchment paper.

In a separate bowl, combine the flour, cornstarch, baking soda, and baking powder. Set these dry ingredients aside for now.

Using an electric mixer in a large bowl, cream the butter and sugar together until they become light and fluffy. Gradually add the egg yolks one at a time, allowing each yolk to blend seamlessly into the butter mixture before proceeding with the next. Mix in the vanilla rum, vanilla extract, lemon extract, and lemon zest with the last egg.

Gently combine the flour mixture into the butter mixture using a spoon, creating a crumbly dough. When the dough becomes cohesive enough to hold its shape, use your hands to press it together into a ball. Wrap the dough tightly with plastic wrap and refrigerate for 30 minutes to an hour.

Roll out the chilled dough, using as little flour as possible, to a thickness of about 1/4 inch. The dough may exhibit an unusual texture at this stage. Use a small round cookie cutter to cut out the cookies, repeating the process until all of the dough is used up. Place the cookies 1/2 inch apart on the prepared baking sheets.

Bake the cookies in a preheated oven until they are set but not browned, taking 7 to 10 minutes. Remove the cookies from the oven immediately and let them cool on a wire rack.

Once the cookies have cooled, spread a layer of dulce de leche onto the underside of one cookie. Sandwich it together with another cookie, allowing the caramel to ooze out the sides. Roll the edges of the sandwich in shredded coconut.