Alfajores (Dulce de Leche Shortbread Cookies) - Muy Bueno Cookbook If a dessert has dulce de leche you can bet I’m probably going to love it. These cookies are beautiful for a spring brunch, a baby shower, or a wedding. They are so elegant looking and extremely delicious. My dough recipe has a citrus hint from orange zest and orange extract. The hint of citrus gives these classic shortbread cookies an extra zing.