Preheat the oven at 350° C. Line a rectangular baking sheet with parchement paper.
In a bowl, sift together flour, cornstarch, baking powder, baking soda and salt. Set aside.
In another bowl using a hand mixer, cream together butter, shortening and confectioners sugar for 2 minutes until light and fluffy.
Stir in the egg, egg yolks vanilla extract and beat for another 1 minute. Slowly, add in all dry ingredients and mix until a soft dough forms.
Wrap the dough with plastic wrap and refrigerate for about 30 minutes.
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 2 inch diameter each.
Place the cookies on the baking sheet and bake for about 12 minutes until they´re fully cooked and light brown.
Once out of the oven, let them cool completely.
Put some dulce de leche on a cookie, 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!.
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