Death By Caramel Cookies

1 (14 ounce) can sweetened condensed milk

2 teaspoons vanilla extract

2 ½ cups all-purpose flour

3 tablespoons confectioners sugar

½ cup shortening, chilled and diced

½ cup unsalted butter, cubed

¼ teaspoon salt

1 egg yolk

1 cup heavy cream, chilled

⅓ cup confectioners sugar for decoration

To Make Filling: Pour the condensed milk into a heavy saucepan. Cook over medium heat until hot. Stirring constantly, lower the heat to low and continue to cook the milk takes on a golden color, about 20-25 minutes. Remove from heat and add vanilla. Transfer to a bowl and cover directly with plastic wrap. Set aside and let cool to room temperature.

Preheat oven to 350 degrees F (175 degrees C).

Combine the flour, 3 tablespoons confectioners sugar, and the salt in a bowl. Cut in the shortening and the butter until crumbly. Beat in the yolk and the cream. Mix to form a dough, adding more cream if necessary.

Roll dough on a floured counter to 1/8 inch thick. Cut into 2-1/2 inch rounds and place on ungreased sheets. Prick the top of the rounds a few times with a fork.

Bake for 12-15 minutes or until the edges are light brown. Cool on sheet 1 minute and remove to rack. Spread the filling on one half and sandwich with another round. Dust cookies with confectioners sugar.