Death By Caramel Cookies 
Makes 20 cookies

1 (14 ounce) can sweetened condensed milk
2 teaspoons vanilla extract
2 1/2 cups all-purpose flour
3 tablespoons confectioners' sugar
1/2 cup shortening, chilled and chopped into bits
1/2 cup unsalted butter, chilled and cut into bits
1/4 teaspoon salt
1 egg yolk
1 tablespoon cold cream
confectioners' sugar
                   
1. To Make Filling: Pour the condensed milk into a heavy saucepan.
   Cook over med heat until hot. Stirring constantly, lower the heat
   to low and continue to cook the milk takes on a golden color,
   about 20-25 mins. Remove from heat and add vanilla. Transfer
   to a bowl and cover with plastic wrap. Set aside and let cool
   to room temp. 
2. Preheat oven to 350 degrees F. 
3. Combine the flour, 3 Tblsps 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. 
4. Roll dough on a floured counter to 1/8" thick. Cut into 2-1/2" 
   rounds and place on ungreased sheets. Prick the top of the rounds
   a few times with a fork.  
5. Bake for 12-15 mins or until the edges are light brown. Cool on
   sheet 1 min and remove to rack. Spread the filling on 1/2 and
   sandwich with another round. Dust cookies with powdered sugar.