Ok, it's official, there is nothing better than dulce de leche.
Adapted (slightly) from RecipeGirl and Taylor Takes a Taste
1/2 C. Butter
1/2 C. Sugar
4 Egg Yolks, lightly beaten
1 t. Vanilla
2 T. Rum
1 t. Lemon zest, freshly grated
2 C. All-Purpose Flour
1 C. Cornstarch
1/8 t. Salt
1/2 t. Baking Soda
1 t. Baking Powder
3/4 C. Grated Coconut (if you have shredded coconut, whir it in the food processor to create smaller pieces)
2 cans Sweetened Condensed Milk
Make sure the cans of sweetened condensed milk are not dented or damaged in anyway. Remove the label from the cans of sweetened condensed milk and place the cans on their side inside the crock pot. Fill the crock pot with water so that there is at least an inch of water covering the top of the cans (and make sure there is always enough water completely covering the cans). Set the crock pot on low and cook the cans in water for 8 hours. When cooking is complete, let the cans cool until they are at room temperature. Do not open the cans when they are hot because they may explode.
Beat butter and sugar until fluffy and creamy. Add egg yolks and mix. Add vanilla, rum, and lemon zest; mix well and set aside. In a separate bowl, whisk together flour, cornstarch, salt, baking soda, and baking powder. Add dry mixture to butter mixture and work together with your hands until all is combined and dough is soft. Cover and chill for 2 hours.
Remove dough from refrigerator to let soften a bit. Preheat oven to 325 degrees. Line baking sheets with parchment paper. On a floured work surface, roll out dough to a thickness of 1/4-inch. Cut into 2 inch rounds and transfer to prepared baking sheets. Bake for 12 to 15 minutes or until done. The cookies should be lightly browned.
When cookies are cool, match them up into pairs of like-sizes. Turn one cookie over and spread about 1 1/2 - 2 T. of dulce de leche onto the flat part of the cookie. Place its matching cookie on top (flat side down) and gently press so that the dulce de leche comes to the edges. Roll side of cookie in coconut and place on rack to set.