Preheat oven to 375 degrees Fahrenheit.
Cream together shortening and egg.
Gradually mix in the flour, sugar, salt and baking powder until well combined.
Add Mexican Vanilla and mix well.
Put through the cookie press onto cookie sheets.
Bake for 10 -12 minutes or until very light brown and set.
Allow cookies to cool completely before filling.
Spread or pipe a generous layer of dulce de leche on the bottoms of half of the cookies.
Sandwich the remaining cookies, bottom side down, on top of the dulce de leche.
Dust tops with powered sugar and store in an airtight container for up to one week.