Preheat oven to 180°C and line 2 baking trays with baking paper.

Beat together butter and sugar with an electric mixer until light and fluffy, then beat in vanilla.

Gradually add flour on low speed and beat to combine.

Press dough together with your hands until it comes together.

Divine mixture into even balls using an ice cream scoop (I made mine around 5cm).

Dip each ball in beaten egg, roll in coconut and then place balls on the lined baking tray.

Press an indentation into each with your thumb.

Bake for 10 minutes, then remove sheets from oven, and re-press indentations.

Bake cookies for another 10 minutes until golden.

Let cool on wire racks and then fill each impression with dulce de leche.

Sprinkle with sea salt and enjoy!