Alfajores de Maizena (Sandwich Cookies Filled with Dulce de Leche)

Stir together cornstarch, flour, baking powder, and baking soda in a medium bowl; set aside. Beat butter, sugar, brandy, vanilla, and lemon zest in a stand mixer fitted with the paddle attachment on medium speed until just combined, about 30 seconds. Add egg yolks all at once; beat on medium speed until combined, about 30 seconds. Reduce speed to low; gradually add cornstarch mixture. Increase speed to medium; beat until just combined, 10 to 15 seconds. (Dough will be creamy and hold an indentation when pressed.) Divide dough in half; flatten into 1-inch disks. Wrap each half tightly in plastic wrap. Chill at least 1 hour or up to 12 hours.

Preheat oven to 350°F with racks in middle and lowest positions. Remove dough from refrigerator, and let stand at room temperature while oven preheats, about 30 minutes.

Line 3 baking sheets with parchment paper. Unwrap dough, and divide each disk in half. Working with 1 dough portion at a time, flatten slightly on a work surface using your knuckles. Roll dough to 1/8-inch thickness, lightly flouring rolling pin if needed but not flouring dough. Using a 1 1/2-inch round cutter, cut dough into rounds. (Do not flour cutter.) Using a lightly floured spatula, transfer cookies to prepared baking sheets, spacing at least 1/2 inch apart. Add dough scraps to next dough portion; repeat rolling and cutting process until all dough has been used.

Place 2 baking sheets in preheated oven on middle and lowest racks. Bake until cookies are slightly puffy and feel dry and a faint indentation is left when cookies are gently pressed, 6 to 8 minutes, rotating baking sheets between middle and bottom racks halfway through bake time. Let cookies cool on baking sheets 5 minutes. With palms facing up, carefully (to avoid the hot baking sheet) run your hands gently underneath parchment paper to loosen cookies. Transfer cookies to a wire rack, alternating rows of cookies facing up and down. Repeat baking and cooling with remaining cookies, baking on middle oven rack (no pan rotation needed). Let all cookies cool completely, about 20 minutes. Flip parchment paper on 1 baking sheet over, and reserve.

Transfer dulce de leche to a large piping bag, and cut a 1/2-inch hole in tip. Pipe about 1 teaspoon dulce de leche onto center of half of cookies (the ones facing down). Gently sandwich with remaining cookies (top sides up), pressing carefully as not to crack the cookies.

Place coconut in a shallow bowl. Pipe remaining dulce de leche in a log on reserved parchment paper. Working with 1 cookie sandwich at a time, use a fingertip to brush reserved dulce de leche lightly along the sides of the cookie sandwich; roll sides in coconut to coat. Repeat with remaining cookies, dulce de leche, and coconut.