Alfajores are almond sandwich cookies with a caramel filling. These are simple to make, but they require a series of steps. For ease in preparation, you can make the cookie dough the night before, then bake the cookies and make the caramel filling the next day. These are traditionally served in many South American countries at Christmas time. Bring these to your next cookie exchange for a change of pace from the usual gingerbread men and chocolate chip cookies.
Place the powdered sugar and butter into the bowl of the stand mixer, and begin to mix on low speed until the powdered sugar is covered with the butter. Turn the speed to medium high and cream the butter and powdered sugar for 5 minutes or until smooth.
With the mixer running on low speed, add in the remaining cookie ingredients and continue to mix until all have been thoroughly incorporated into the dough.
Shape the cookie dough into a log 2 1/2 inches in diameter. Wrap it in plastic wrap and place in the refrigerator at least 45 minutes to chill. You can leave it in the refrigerator overnight if desired.
Preheat the oven to 350 degrees F and place a sheet of parchment paper over a baking sheet.
Remove the chilled cookie dough from the refrigerator and unwrap. Using a sharp knife, slice the dough into 1/4-inch slices. Place these on the prepared baking sheet, evenly spaced.
Bake the cookies at 350 degrees for 13 to 15 minutes or until the cookies are light brown. Let cool on the pan for 1 minute before transferring to a cooling rack to cool completely.
Clip a candy thermometer to the side of the saucepan used to make the filling. The tip of the thermometer should be about 1/2 inch above the bottom of the pot, but not touching the sides or bottom. Candy thermometers have a clip attached to them for this purpose.
Whisk to combine the brown sugar and evaporated milk in the prepared saucepan. Turn the heat to medium and heat this mixture until the candy thermometer reads between 238 and 240 degrees (soft ball stage). Dip the pastry brush in water, while the sugar and milk are heating, and wipe down the insides of the pot with water several times to prevent sugar crystals from sticking to the sides of the pot.
Pull the pot off of the heat once the mixture reaches the soft ball stage (238 to 240 degrees). Let it cool until the thermometer reads 110 degrees. Remove the candy thermometer.
Stir the butter and vanilla into the saucepan until the mixture begins to thicken.
Use a spreader to place a layer of the caramel filling onto one of the cooled cookies. Lay a second cookie on top of the filling to create a sandwich.
Repeat step 11 with the remaining cookies and filling until you have made 12 sandwiches.