I always freeze mine. In fact, I prefer to bake only half of them and freeze the dough (preshaped)
That way you can just pop the frozen cookie onto the baking sheet and add a few minutes to the baking time. I do that all the time - especially during Christmas when I'm making baskets.
I don't know about the dulce de leche filling - I freeze it by itself and it's fine, but I don't know if freezing it in the cookie would make the cookie soft?? Let us know if you try it!
Or better yet.... I'll PM you my address smileys/smile.gif