I've been making batches and batches of alfajores according to many different recipes - they are good but none are even close to the kind made by the Havanna company in South America (they have a few cafes in Florida and Texas now, too). Havanna's alfajores are a bit more moist and cakey than the traditional alfajor recipe. Does anyone know where I can track down a recipe like the ones that Havanna makes? (If you've had one before, you know what I'm talking about.)
I frequent the Havanna stores in Miami (named Dulcianna) but I believe both will be closing soon. As for an alfajor recipe, the cookies I believe had some sort of shortening or lard to make them crumbly. Here's a recipe I've found from a site in Argentina and they sound like they'd come out like those from Havanna. Good luck.