Begin by whisking together the brandy, lemon zest, and vanilla extract in a small bowl; set this mixture aside for later use.

In a separate large bowl, combine 1 1/4 cups of all-purpose flour, cornstarch, baking powder, baking soda, and salt, mixing thoroughly before setting aside.

Using a stand mixer equipped with a paddle attachment, cream the softened butter and sugar on medium speed until the mixture is fluffy and light in color, approximately 3 to 4 minutes. Gradually add the egg yolks on low speed, incorporating them one at a time until fully blended. Next, add the reserved brandy mixture, ensuring to scrape down the sides of the bowl as necessary. Finally, mix in the flour mixture until a cohesive dough forms, typically within 1 to 2 minutes.

Lightly flour a cutting board with the remaining 1/4 cup of all-purpose flour. Transfer the dough onto the board, dividing it into two equal portions. Shape each portion into a log, approximately 1-1/4 inches thick. Wrap each log tightly in plastic wrap and refrigerate for a minimum of 2 hours to firm up.

Preheat your oven to 350°F (175°C). Once the dough is sufficiently chilled, unwrap the logs and slice them into 1/4-inch thick rounds. Arrange the slices on parchment paper-lined baking sheets, then bake for 5 to 7 minutes, or until they achieve a light golden brown color. Allow the cookies to cool slightly before transferring them to a wire rack to cool completely.

Prepare to assemble the cookies by placing dulce de leche into a pastry bag fitted with a 1/2-inch piping tip. Pipe a generous swirl of dulce de leche onto the flat side of half of the cookies. Top each of these with another cookie, placing the rounded side up to create a sandwich.

Finally, place the shredded coconut in a shallow bowl. Roll the edges of each sandwich cookie in the coconut, ensuring they are well-coated for that finishing touch.