Alfajores

Directions

1. 1
   Place the flour, powdered sugar, baking powder, and salt in the bowl of a food processor and pulse a few times to combine. Add the butter and vanilla extract and process for about 30 seconds, until the dough comes together and rides around the sides of the bowl.
2. 2
   Form the dough into a 7-inch round log and wrap in a piece of waxed paper. Chill in the refrigerator for at least 6 hours, until firm. After 2 hours, remove the dough from the refrigerator and roll on a flat surface to form a smooth, circular log. Return to the refrigerator.
3. 3
   Preheat the oven to 350°F and line a few baking sheets with parchment paper. Remove the waxed paper from the dough and cut the dough into very thin slices, about 1/4-inch thick. Arrange the cookies on the baking sheets. Bake for about 15 minutes, just until golden brown around the edges. Remove from the oven and let cool for 5 minutes. Transfer the cookies to a wire rack and let cool completely.
4. 4
   Increase the oven temperature to 425°F. Pour the condensed milk into a small, shallow baking dish and cover tightly with aluminum foil. Place the baking dish in a larger roasting pan. Fill the roasting pan with enough water to come halfway up the sides of the baking dish. Roast for 1 hour and 15 minutes, stirring once while cooking, until the milk turns a light golden color. Remove the baking dish from the water and transfer the dulce de leche to a small bowl. Let cool completely, then stir in the pecans.
5. 5
   To assemble the cookies, spread a generous amount of dulce de leche on the flat sides of half the shortbread cookies. Place the remaining cookies on top and press gently to secure.