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1
First, before you ask, marbles? Yes, marbles. You place them in your heavy cast iron enamled pot even before pouring in the milk. The name of the game when making dulce de leche is slooow cooking, and the marbles, gently moblized by the rising steam in the milk, not only make a pleasant, soft rustle (which, if you are less distracted than I am should serve to remind you to occasionally check your simmering milk) but constantly move the milk at the bottom of the pan, closest to the heat source, thus preventing any scorching.
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2
Place the marbles in a wide, heavy cast iron pot, pour milk over them and gently heat until steam begins to rise. Add the sugar, baking powder and whole vanilla bean. Whisk until sugar is completely absorbed. (This is an important step in order to achieve desired smoothness of dulce de leche.)
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3
Now you almost leave this alone, like a child having a nap, for 2 to 3 hours. But like a napping child, you will want to check in every once in a while. Make sure you can hear the marbles tapping against the pot and that the milk is never at more than a bare simmer. You are done when it has become a soft caramel coloured mass with a pudding-like consistency. Remember that ducle de leche firms up as it cools, but that in this case you want a pretty firm dulce de leche, not so gooey it won't stand up between those two cookies. Remove marbles, cool and set aside.
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4
While it is bubbling away, you can make your disks. Preheat your over to 350F. In a large bowl, whisk together the cornstarch, flour, sugar and baking powder. Make a well at the center, and fill it with the egg yolks, butter, grated lemon rind, vanilla and cognac. (The original recipe I have, from the 1964 edition of the legendary Cocine con Sal y Pimienta, calls for an unspecified amount of vanilla and a demitasse cup of cognac. I found this created too wet a dough.)
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5
Using a dough blender and then your hands, bring the dough together into a solid mass. Allow ten mnutes to overnight to rest. On a well-conrstarched surface, roll out your dough into a thin layer, about 3 or 4 mm, and cut into small rounds. (Average is 5 cm but I like these small and went for 4 cm.) Make for about 12 minutes, keeping a sharp eye out for the moment they disks are fully baked but have not yet started to colour.
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6
Cool the disks on a rack, then form your cookies by sandwiching a nice amount of sulce de leche between two disks and lightly pressing them together. This is key because the effect you are after is of two cookies containing the jam, not a tightly packed amalgamation.
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7
Roll cookies in coconut flakes, as if they were tires.
