Alfajores are served in various forms throughout Latin America. What they have in common is their delicious, melt-in-the-mouth texture. In Peru, they're sandwiched with a milk caramel called manjar blanco, which is similar to dulce de leche but paler in colour. We've made our own here, but shop-bought dulce de leche works just as well. It's worth rendering your own lard for this recipe - it makes so much difference to the flavour, but if you're serving vegetarians, by all means swap the lard for butter.