Mexican Chocolate Icebox Cookies with Dulce de Leche

Why I Love This Recipe
I crossed this Mexican Chocolate Icebox Cookie idea with traditional Argentine alfajores, which are soft cookies sandwiched around dulce de leche. Warning: don't make these without a glass-worth's of milk in the fridge.
Ingredients You'll Need
12 tablespoons cold unsalted butter, cut into small pieces
1 cup sugar
1 1/2 teaspoons vanilla extract
1 egg
1 1/2 cups flour
3/4 cup quality unsweetened cocoa powder
3/4 teaspoons ground cinnamon
1/2 teaspoon cayenne (or more if you like heat)
1/4 teaspoon salt
1/4 teaspoon freshly ground black pepper
# 1/2 teaspoon baking soda
# at least 8 oz of dulce de leche
Directions
Cream the butter and sugar together in a large bowl. Beat in egg and vanilla extract.
In another bowl, whisk together dry ingredients (flour, cocoa, cinnamon, cayenne, pepper and baking soda — plus salt if your butter is unsalted).
Gradually add flour mixture to the first bowl. (If using an electric mixer, don't overbeat.)
Gradually add flour mixture to the first bowl. (If using an electric mixer, don't overbeat.)
On a lightly floured surface, bring dough together in a roll, about 1 1/2 to 2 inches in diameter. Wrap in wax paper and put it in the freezer so it can firm up before you try to cut it. Or keep it frozen until you're ready to use. (I baked one batch right away, and the rest of the dough is still waiting for me.)
Preheat oven to 350.
Cut dough into rounds 1/4-inch thick or thinner. Put them on an ungreased cookie sheet and bake 5-7 minutes. (I decided I like the cookies even thinner than shown in that photo, and only cooked 5 minutes, so they just melt in your mouth. You can do up to 10 minutes if you cut them thicker and want crisp cookies instead.)
Allow cookies to cool before spreading with dulce de leche. The texture is even better once they sit overnight.
Then, just make sure you have milk on hand.