Don't be scared by the unholy amount of cornstarch in these. It's the correct amount - I promise! This produces a lovely and soft dough, but be sure to keep it well chilled while you work or it will stick and you'll be sad! These delicious gems are well worth the effort.
1 14-oz can sweetened condensed milk (or Dulce de Leche if you want to speed up the process!)
1/2 c (63 g) all-purpose flour
1 1/4 c (148 g)cornstarch
1 Tbls baking powder
6 Tbls (85 g) butter, softened
1/2 c (99 g) sugar
1 Tbls lemon zest
1 egg yolk
1/2 c (47 g) shredded unsweetened coconut
Preheat oven to 425F (220C).
Pour sweetened condensed milk into a baking dish, cover with aluminum foil and place in larger, shallow pan. Fill larger pan with hot water, being sure not to let the water spill into the dish containing the sweetened condensed milk.
Bake 1 1/2 hours or until thick and caramel-colored, checking water level after 45 minutes and adding hot water if needed.
Let cool, then cover and refrigerate until needed.
Sift together flour, cornstarch and baking powder in a medium-sized bowl and set aside.
Beat butter, sugar and lemon zest on medium speed until smooth, 1 to 2 minutes. Beat in whole egg, then egg yolk, scraping down the sides of the bowl from time to time.
Add half of the sifted ingredients and beat on low speed just to combine. Add the remaining half and beat just until dough comes together. Form two to three disks out of the dough, wrap tightly in plastic wrap and refrigerate at least 2 hours or overnight.
Preheat oven to 325 degrees.
Line two cookie sheets with parchment paper or aluminum foil.
Place a disk of chilled dough on a well-floured surface and roll out with a floured rolling pin to an even 1/4-inch thickness. Cut out circles of dough and arrange 1 inch apart on cookie sheet.
Re-roll scraps as necessary, being careful not to overwork the dough. Refrigerate cut shapes 15 minutes, then bake for about 10 minutes, until they have just set and are slightly puffed but not at all colored. Let cool for 1 or 2 minutes, then move to a cooling rack.
Fill cooled cookies with cooled dulce de leche, then roll in coconut. Tightly wrap and refrigerate leftovers.