Preheat oven to 350°F (180°C).
Line cookie sheets with parchment paper.
In a large bowl beat soft butter with both sugars.
Add egg and vanilla and mix very well.
Add sifted dry ingredients (flour, baking powder, baking soda and salt) in 2 additions and mix.
Add nuts and mix well.
Have prepared a piece of plastic wrap, put half of the batter along the long side of the plastic.
Taking one long side, wrap it over the cookie dough and roll the plastic to cover tightly and produce a cylinder.
Prick with a fork and let the trapped air out. That way the plastic will stick to the dough.
Roll lightly to make the cylinder as round as possible.
Freeze it for several hours or up to a month.
When you’re ready to bake, preheat oven to 350°F (180°C).
Line cookie sheets with parchment paper.
Take out cookie cylinders from the freezer and wait 5-10 minutes until they can be cut with a sharp kitchen knife.
They don’t have to be soft or they will loose the shape.
Cut rounds about ½ inch thick and place on prepared cookie sheets.
Bake for 10-12 minutes, until golden but barely soft.
Let cool completely on wire rack and fill.
Take heaped spoonfuls of dulce de leche and place on flat side of one cookie.
Cover with anothe cookie and press lightly to spread the dulce de leche.
They will become softer the next day.