We are making New World alfajores after all, at least for now! I’ve found no documentation whatsoever pertaining to that, only claims that they “came over with the conquistadors”. I find that a little hard to believe, personally. I don’t see those rough-and-ready characters taking the time to pack delicate boxes of sweets alongside their morions and lances. Watch it, Francisco! I paid twenty reales for those! However it’s not beyond the realm of possibility that Spaniards could have been eating them in the New World sometime later in the Age of Exploration, the late 1500’s or 1600’s, say. Of course how and why they evolved from an elongated roll of sugar, spices and nuts into sandwich cookies with dulce de leche filling is anyone’s guess.