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1
Dissolve the espresso powder in the boiling water.
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2
Beat together the butter and sugar on medium speed until smooth and fluffy.
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3
Beat in espresso and vanilla.
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4
On low speed, slowly beat in the flour until it disappears into the dough. Don't overbeat it.
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5
Transfer the soft sticky dough to the center of a large square of parchment paper. Place another square of parchment paper on top of the dough and roll out the dough between the two sheets of parchment paper until it is 1/8 inch thick. Then place in the fridge for at least 2 hours or up to 2 days.
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6
Pre-heat oven to 325F. Remove dough from fridge and slice the dough into even squares, rectangles, or any shape you want. Just make sure they're all the same size because you will be sandwiching them together.
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7
Line a baking sheet with parchment paper. Place the cookies onto the sheet and pierce each with a fork, a couple of times, making sure to pierce all the way through to the sheet.
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8
Bake in the oven for 18-20 minutes. They will remain pale and won't take on much color.
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9
Let cool on a wire rack.
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10
Place all spices, except the cinnamon stick, into a heavy bottomed pot and crush lightly with a spoon. Add cinnamon stick, 1 tbsp orange zest, milk, and heavy cream.
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11
Bring mixture just to a boil then remove from heat and let sit, covered for 30 minutes, then strain the mixture through a fine mesh sieve.
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12
In another heavy bottomed saucepan, combine the orange juice and brown sugar. Stir over medium-high heat until the sugar dissolves. Then let mixture come to a boil without stirring, and continue to boil, swirling the pan every now and then, until it really starts to deepen in color. It will start out pretty dark, so you want it to get very dark, short of burning.
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13
Remove the pan from the heat and slow whisk in 1/2 cup of the milk/cream mixture. Be careful, it will bubble and spit. Whisk until smooth. Then whisk in the remaining milk/cream in a steady stream.
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14
Return the pan to low heat and cook, whisking, until the caramel has fully dissolved and the mixture is hot. Then remove from the heat.
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15
In a heat safe bowl, whisk together the egg yolks, granulated sugar, and salt. Add the hot cream/caramel mixture in a steady stream, whisking constantly.
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16
Return the entire mixture to the saucepan and cook, stirring, over low heat until it coats the back of a spoon. Be careful not to bring to a boil.
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17
Pour the mixture through a fine mesh sieve into a heat safe bowl, stir in the vanilla, rum, and remaining orange zest.
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18
Let cool to room temperature, then cover and place in the freezer. Remove from the freezer, scrape down the sides with a rubber spatula and whisk or mix with a hand blender, every 30 minutes for 3 hours. (Alternately, if you have an ice cream machine, place the room temperature custard into the fridge for 3 hours and then process in the ice cream machine per manufacturer's instructions)
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19
Take one shortbread cookie, topside down, and drop a scoop of the ice cream onto the center. Then place another cookie, right side up, on top of the scoop and apply pressure evenly until the scoop flattens and spreads to the edges. Place the sandwich on a tray and place in the freezer for at least an hour.
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20
Repeat with remaining ice cream and cookies.
