Step 1In a medium, heavy-bottom pot, combine the milk, sugar and cinnamon over medium heat, stirring very gently with a wooden spoon. Once the sugar dissolves, stir in the baking soda and salt. Continue to cook, stirring very gently, until the mixture is thickened and creamy, about 1 hour. Do not allow the milk to boil over the pan (mostly because this will create a huge mess). When the mixture is thickened and resembles a caramel sauce, remove the pan from the heat; the dulce de leche is ready. This makes about 1 1/2 cups dulce de leche; more than is needed for the remainder of the recipe. The dulce de leche will keep, covered and refrigerated, up to 10 days.
Step 1Heat the oven to 350 degrees. In the bowl of a stand mixer using the paddle attachment, or in a large bowl using a hand mixer, cream together the butter and sugar until smooth. Beat in the vanilla, then the flour a little at a time until incorporated.
Step 2Form the dough into a disk, cover and chill for 15 minutes.
Step 3On a lightly floured surface, roll the dough out to a thickness of one-fourth inch. Cut the dough into fun shapes using cookie cutters. Bake the cookies on cookie sheets until lightly browned, 12 to 14 minutes (timing will vary depending on size and shape).
Step 4Cool the cookies for 5 minutes, then spread the dulce de leche over the tops of half of the cookies; cover each half with another half to create a sandwich. Cool the cookies completely, or until the dulce de leche is set.