In Spain, home cooks use Maria cookies as a base for all sorts of easy, last-minute desserts, including brazo de gitano (which translates to "Gypsy's arm," probably because the swirls or rings inside resemble bracelets) and tronco de chocolate--the Spanish equivalent of the Bûche de Noël.
The basic idea is always the same: first you dip the Maria cookies in milk or cream to soften them. Then you spread sweet things on them (chocolate, jam, frosting, etc.). Stack them to form layers, and spread yet more good things on top. In the finished dessert, the Maria cookies take on an almost crepe-like texture.
For this post I made some extremely simple bracitos de gitano ("little gypsy arms": great for individual servings). They contain nothing but Maria cookies, chocolate, and coconut milk, but you can make them as complicated (or rich) as you like. Sprinkle chopped nuts between the layers, or alternate the chocolate with whipped cream or raspberry jam. Or dust them with powdered sugar. There are all sorts of possibilities.
Keep in mind: all Maria cookies are not created equal (and some brands are quite bad), so it is important to start with good ones. Ana, a connoisseur of Maria cookies, swears by Cuétara.
Latin supermarkets carry Cuétara. La Tienda also sells Cuétara Maria cookies.
Next you'll need something to dip the cookies in to soften them. I used coconut milk, but feel free to use regular milk, cream, or almond milk. Even cold coffee would work.
Here's how to do it:
Melt a bar of chocolate.
Dip the Maria cookies in the milk or coconut milk. Just a second or two is usually enough. They will feel crisp but they will continue to soften as you assemble the dessert.
Put the dipped Maria cookie on a piece of waxed paper or parchment. Spread melted chocolate over it. Dip another cookie, place it on top of the first, and spread some more chocolate. Or add layers of other good things in between if you like. (But it's quite good with just chocolate).
Chill the bracito de gitano in the fridge, and serve.