Whisk corn starch, white rice flour, baking powder, and salt in a medium bowl. Set aside.
In a large bowl beat the softened butter with the sugar until creamy.
Add vanilla extract and lemon zest.
Add the eggs, one by one, and keep beating until getting a homogenous cream.
Add the dry ingredients and integrate everything until you get homogenous cookie dough.
Let chill the dough in the fridge for 30 minutes.
Preheat the oven to 340°F (170°C).
On a lightly floured (corn starch) surface roll the dough about 1cm thickness. Cut out into rounds using a 1 or 2-inch round pastry cutter. Repeat the process with the remaining dough.
Place the cookies on a baking sheet with a silicone mat or lightly greased.
Cook for 10/12 minutes.
Let cool before removing.
Spread with dulce de leche into one side of one cookie. Top with another cookie and gently press together. Roll the sides in shredded coconut.
Notes
Alfajores can be stored in an airtight container at room temperature for up to 5 days or in the refrigerator for a week.