Matt Armendariz, writer of food blog mattbites.com, shares his recipe for alfajores cookies.
Preheat oven to 350 degrees. Line two baking sheets with parchment paper or nonstick baking mats; set aside.
In a medium bowl, whisk together flour, baking powder, and salt; set aside.
In the bowl of an electric mixer fitted with the paddle attachment, cream together butter and sugar on medium speed until light and fluffy, 1 to 2 minutes. Add eggs, one at a time, and continue mixing until well combined, about 1 minute. Working in batches, add flour mixture; mix until well combined. Add milk, orange juice, and vanilla; continue mixing until a dough forms, 1 to 2 minutes.
Using a tablespoon or a small ice cream scoop, drop dough onto prepared baking sheets, about 2 inches apart. Transfer to oven and bake, rotating baking sheets halfway through baking, until golden, 10 to 14 minutes. Transfer cookies to a wire rack until completely cool.
When cookies have cooled completely, spread the bottoms of half of the cookies with dulche de leche, cajeta, or jam; sandwich together with remaining cookies. Store in an airtight container for up to 2 days. Just before serving, lightly sprinkle with confectioners' sugar, if desired.