First, to make the cookie dough, beat the butter and icing sugar with an electric mixer until smooth and fluffy. Add the flour, cornflour, pecans, cinnamon and milk and beat until well blended to give a smooth dough.

Divide the dough in half and roll each piece into a 25cm sausage shape. Wrap each one in a piece of parchment paper, twisting the ends to secure. Refrigerate for at least 1 hour until firm. This can be made up to a few days in advance or longer if frozen.

Meanwhile make the salted caramel filling. Beat the butter and sugar in an electric mixer or processor until smooth. Add the caramel, salt and vanilla and beat until well combined. Spoon into a piping bag which has been snipped to a 1-2cm opening and refrigerate until needed.

When ready to cook the cookies, preheat the oven to 160C (fan 140C), 325F, Gas Mark 3. Line 2 large baking trays with parchment paper. Unroll the cookie logs, trim the ends and cut each one into 24 x 1cm wide slices, arranging them spaced apart on the tray as you go. Bake for 20 minutes until just firm to the touch and just beginning to catch colour.

Remove and leave to cool on a wire rack, arranging half of them underside up. Once cool, pipe about a tablespoon of the filling into the centre of each of the upturned cookies. Top each one with another cookie, pretty side up, pressing it down gently to allow the filling to ooze to the edge. If the filling is quite soft them pop them into the fridge for about 20-30 minutes until firm.

These will last for about 3 days in an airtight container in the fridge.

TIP

Use walnuts, almonds or roasted hazelnuts instead of the pecans if preferred.

Try out different cookie flavours by replacing the cinnamon and pecans with dried cranberry and white chocolate chip or lemon zest and poppy seeds. In which case replace the caramel sauce in the filling with melted and cooled white chocolate or lemon curd respectively.

Make minature versions by simply rolling the dough into longer and thinner rolls.

Here I partnered with Avonmore, developing this recipe to showcase their salted and unsalted butter.