With a few modifications, this is really a great recipe. My Argentine husband loves them and I've made them 4 times now, adjusting to my perfection.
I use 2 1/2 c. Flour and 1 2/3 c. Corn starch (just switched the amount from the original recipe). And yes, that is CUPS of corn starch. Alfajores are not meant to be too cakey and should be kind of dense.
I also used 4 whole eggs instead of 3 egg yolks, this may change depending on the egg size you use. If the dough isn't holding together when pressed, add egg or your cookies will be a crumbly mess coming out of the oven.
For the dulce de leche, which I can't find near me, I buy sweetened condensed milk 14 oz and make it in the microwave. Just repeat 30second heating and stirring, the milk will brown and stiffen up, go by texture for when to stop, it should be workable not runny, and you'll want to make the dulce de leche just before spreading it, because it will continue to stiffen a little. Be sure to buy two cans of milk if it's your first time, I went by color on my first batch , overcooked it and ended up with a bowl of hard caramel that took two days to soak out!
How you do the vanilla/vanilla rum is not too important, I use amaretto in place of vanilla rum and like the flavor.
Same for the lemon, I don't like the strong flavor of lemon extract but they should taste a little lemony, I use lemon juice instead.
After sandwiching them, I cover them in chocolate or powdered sugar like Havanas.