INSTRUCTIONS
1 . Preheat oven to 350 degrees F ( 175 degrees C ). Line baking sheets with parchment paper . Whisk together the flour , cornstarch , baking soda , and baking powder ; set aside .
2 . Beat the butter and sugar with an electric mixer in a large bowl until light and fluffy . Add the egg yolks one at a time , allowing each yolk to blend into the butter mixture before adding the next . Beat in the vanilla rum , vanilla extract , lemon extract , and lemon zest with the last egg . Gently fold in the flour mixture with a spoon , making a crumbly dough . When the dough becomes cohesive enough , press it together into a ball with your hands . Wrap with plastic wrap and chill for 30 minutes to 1 hour .
3 . Roll out the dough , using as little flour as possible , about 1 / 4 inch thick . The dough will have an unusual consistency . Cut with a small round cookie cutter . Continue pressing the dough together , rolling it out , and cutting until you have used it all . Place cookies 1 / 2 inch apart on the prepared cookie sheets .
4 . Bake in the preheated oven until set but not browned , 7 to 10 minutes . Remove the cookies immediately to cool on a wire rack .
5 . Spread the underside of a cooled cookie with a teaspoon of dulce de leche , then sandwich together with another cookie until the caramel oozes out the sides . Roll the sides in the shredded coconut .
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