In a mixer or in a bowl using a whisk, mix the butter along with the salt and confectioners sugar for 2 minutes until the butter turns lighter in color.
Mix in the egg, vanilla, lemon zest and mix again for 1 minute. Now add in the sifted flour, the almonds and mix with a rubber spatula until a soft dough forms.
Take the dough out of the bowl and cover it with kitchen plastic wrap. Refrigerate for at least 30 minutes.
To assemble:
Preheat the oven at 350° C. Line a rectangular baking sheet with parchement paper.
Once out of the fridge, place the dough on a clean surface and roll it out using a roller until about 1/4 inch thick. Cut out small circles, about 1 inch diameter each.
Cut out small circles, about 2 inch diameter each.
Place the cookies on the baking sheet and bake for about 15 minutes until they´re fully cooked and light brown.
Once out of the oven, let them cool completely.
Then spread a cookie with dulce de leche, place another cookie on top and press slightly so that the filling is well distributed, and roll the edges of the cookie in some dried coconut. Repeat that to make each alfajor and you´re done!.