Place a teaspoon of filling in the center of each circle. Fill a small bowl with water, dip your finger in and run it around the perimeter of each cookie. This is the glue that will hold the dough together. Pinch the top of circle together, then bring up the bottom of the circle, creating 3 distinct points. Pinch the corners tightly, and up the sides very tightly, enclosing the filling, so it doesnít spill out. Dulce de leche is a softer filling, so a tight seal is important.