Use this simple recipe to make our Alfajores.
Empty milk into the top of a double boiler or a heatproof bowl over a pan of simmering water. Cover with a tight-fitting lid. Cook, stirring every 10 to 15 minutes, until milk is thick and amber in color, about 5 hours. Remove from heat and beat with a wooden spoon to smooth out. Transfer to a clean bowl, and refrigerate, covered, several hours or up to 3 days.