Alfajores come in many sizes and flavors. Each region of South America has its own version this one is from Peru. Alfajores are excellent when they are freshly made, so that the crisp cookies contrast the soft filling, but many people prefer to wait a couple of days for the cookies to soften, so that the cookie and the filling have the same texture. This traditional recipe calls for a touch of Pisco, a South American brandy, in the cookie dough. You can substitute any brandy for the Pisco if needed.