This alfajor recipe shows you two decadent ways to enjoy the popular Latin American sandwich cookie.

A layer of dulce de leche (which you can make in an electric pressure cooker) nestled between two buttery biscuits makes for a heavenly melt-in-your-mouth cookie. Satisfy the chocolate lovers in your life by adding cocoa and orange zest to the batter and dipping the cookie in a bath of semi-sweet chocolate.

Chocolate and Vanilla Alfajores were the Technical Bake for Biscuits and Bars Week in Season 6 of The Great Canadian Baking Show.

NOTE: All pressure cookers are different, please consult your instruction manual. 

Line a quarter-sheet pan with two layers of plastic wrap.

Pour 4 cups of water into the bowl of a 6-quart electric pressure cooker (the volume of water will vary based on the model). Empty 2 cans of sweetened condensed milk into a 1.5-litre metal bowl that will fit in the pressure cooker. Cover the bowl with parchment paper, then aluminum foil, and seal tightly. Place the bowl in the pressure cooker; water should be about halfway up the sides of the bowl. Lock the lid in place and cook on high pressure for 65 minutes. 

Manually release the pressure, then remove the lid, ​​being careful not to burn yourself with the steam.

Using tongs and a tea towel, remove the bowl. Lift off the foil and parchment paper, taking care not to get any water in the bowl. Use an immersion blender to smooth out any lumps in the dulce de leche and make sure to scrape the bottom of the bowl as the caramelized sugars will be stuck to the bottom. If needed, strain through a fine-mesh sieve. Transfer the dulce de leche to the prepared sheet pan and chill it briefly in the fridge until thickened. Transfer it to a piping bag. It should be soft enough to pipe but not runny, and it should hold its shape.

Adjust the oven rack to the middle position and heat the oven to 350 F. Line two baking sheets with parchment paper.

Combine the sugar and orange zest in the bowl of a stand mixer fitted with the paddle attachment. Rub the sugar and zest together with your fingertips until the mixture looks like wet sand. Add the butter and beat on medium speed until light and fluffy, about 3 minutes.

Meanwhile, sift together the cornstarch, cocoa powder, flour, salt and baking powder onto a sheet of parchment paper and set aside. With the mixer on medium speed, add the egg yolks one at a time, waiting until each one is fully incorporated before adding the next. Add the vanilla extract and scrape down the sides of the bowl. 

Set the mixer to the lowest speed and slowly add the dry ingredients to the bowl, beating until just combined. Scrape down the sides of the bowl and mix on low speed a few seconds more. Split the dough into two even portions and shape each into a flat disc. Wrap each disc in plastic wrap and chill in the freezer until they’re firm enough to roll but not frozen, about 10 minutes.

Unwrap one of the dough discs and place it on a floured surface, kneading it a few times to loosen it up. Roll it out so it’s ¼ inch thick. Using a 2-inch round cookie cutter, cut out the cookies and place them directly on the prepared baking sheets, spacing them 1 inch apart, 18 cookies per sheet pan. Chill for 5 to 7 minutes.

Place one sheet in the oven and bake the cookies for 8 to 9 minutes, rotating the tray halfway through. Do not allow them to brown. Allow them to cool fully on the tray while you bake the remaining cookies.

When the cookies are fully cooled, pipe about 1 tablespoon of dulce de leche on the underside of one cookie. Top with another cookie, with the underside facing in. Gently press the cookies together until the dulce de leche barely comes to the edge. Chill until you’re ready to coat them in chocolate.

Line a baking sheet with parchment paper.

In a double boiler, heat two-thirds of the chocolate along with the shortening to 122 F, stirring often. Remove from the heat and add the reserved chocolate. Continue stirring until the temperature reaches 80 F (the chocolate should be thick and shiny). Return the mixture to the double boiler and heat gently to 88 F, then remove from heat. Dip each cookie in the chocolate, flipping it with a fork so it’s fully coated. Then lift it out, allowing the excess chocolate to drip off, and place it on the prepared sheet pan to set. Repeat with the remaining cookies. Chill them in the fridge until fully set, about 10 minutes.

Adjust the oven rack to the middle position and heat the oven to 350 F. Line two baking sheets with parchment paper.

Combine the sugar and lemon zest in the bowl of a stand mixer fitted with the paddle attachment. Rub the sugar and zest together with your fingertips until the sugar looks like wet sand. Add the butter and beat on medium speed until light and fluffy, about 3 minutes.

Meanwhile, sift the cornstarch, flour, salt and baking powder onto a sheet of parchment paper and set aside. With the mixer on medium speed, add the egg yolks one at a time, waiting until each one is fully incorporated before adding the next. Add the vanilla extract and scrape down the sides of the bowl. 

Set the mixer to the lowest speed and slowly add the dry ingredients to the bowl, beating until just combined. Scrape down the sides of the bowl and mix on low speed a few seconds more. Split the dough into two even portions and shape each into a flat disc. Wrap each disc in plastic wrap and chill in the freezer until they’re firm enough to roll but not frozen, about 10 minutes.

Unwrap one of the dough discs and place it on a floured surface, kneading it a few times to loosen it up. Roll it out so it’s ¼ inch thick. Using a 2-inch round cookie cutter, cut out the cookies and place them directly on the prepared baking sheets, spacing them 1 inch apart, 18 cookies per sheet pan. Chill for 5 to 7 minutes.

Bake the cookies for 8 to 9 minutes, rotating the tray halfway through. Do not allow them to brown. Allow them to cool fully on the tray while you bake the remaining cookies.

When the cookies are fully cooled, pipe about 1 tablespoon of dulce de leche on the underside of one cookie. Top with another cookie, with the underside facing in. Gently press the cookies together until the dulce de leche barely comes to the edge. Coat the edges in shredded coconut.

Makes 18 chocolate alfajores and 18 vanilla alfajores

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