Mix 11 tablespoons unsalted butter and 1 cup sugar in a large bowl, until very creamy, using a spatula, handheld mixer, or a wooden spoon.

Add 2 egg yolks and 1 egg and mix well to incorporate.

Add 1 tablespoon cognac, ½ teaspoon vanilla extract, and ¼ teaspoon lemon zest. Mix well.

Add the sifted 1 cup all-purpose flour, ½ teaspoon baking powder, pinch salt and 2 cups cornstarch gradually, mixing very well until no streaks of dry ingredients remain. The final dough will be very soft and silky but not sticky.

Pat it into a disc, wrap the dough in plastic wrap or freezer sheets, and let it rest in the refrigerator for 30 minutes.

Preheat oven to 325°F (170°).

On a floured surface, roll dough to ½ cm thick (about ¼ inch).

Using a round cookie cutter, cut circles and place them on a buttered cookie tray or use a Silpat.

Gather the scraps, roll them again and cut more alfajores cookies until you use up all the dough.

Bake for 10-12 minutes or until barely starting to color. Let cool completely on a wire rack.

Put about a tablespoon of dulce de leche and fill one round, flat side up. Press lightly with another round, flat side down forming the alfajores.

With the back of a small spoon, wipe any dulce de leche that has overflowed.

Put ½ cup unsweetened shredded coconut on a small plate or bowl and roll the sides of the alfajores until coated. Or leave the sides plain.

Eat them and be happy.