Step 1: In large bowl, beat together butter, granulated sugar and brown sugar until fluffy; beat in egg yolk, vanilla and salt.
Step 2: In separate bowl, stir together flour, 1/2 cup of the pecans and coconut; stir into butter mixture in 2 additions to make smooth dough.
Step 3: Divide dough in half; form each into 1-1/2-inch (4 cm) wide log. Roll each in remaining pecans, pressing to adhere to dough. Wrap each log and refrigerate for 1 hour or for up to 24 hours.
Step 4: Preheat oven to 350 F / 180 C.
Step 5: Cut logs into 1/4-inch (5 mm) thick slices. Arrange 1 inch (2.5 cm) apart, on parchment paper–lined baking sheets.
Step 6: Bake in oven until golden, about 10 minutes. Transfer to rack; let cool completely.
Step 7: Spread bottoms of half of the cookies with about 1/2 tsp dulce de leche each. Top with remaining cookies to make sandwiches.
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