First prepare the filling by whisking the egg white until soft peaks form, like meringue. Gradually add the the sugar a little at a time until stiff glossy peaks form. Pour the almonds into the egg white and add the almond extract (if it becomes a little bit runny just add a little more almonds).
For the sweet pastry:
Into a mixing bowl, combine the ingredients in the order listed above rubbing the margarine in until the mixture resembles breadcrumbs and adding the egg and vanilla to bring it all together into a dough. If it is too soft add some more flour to the pastry. Wrap in cling film and place in the fridge to chill for at least 1 hour before using.
Preheat the oven to 180 C / Gas 4. Lightly grease a baking tray.
On a lightly floured work surface, roll out the pastry and use the figolli shapes to cut out the pastry. Lay the first pastry shape on the prepared baking tray then spoon the filling mixture on top. Lay the second shape on top and use water to seal the edges.
Bake in the preheated oven until golden brown, about 20 to 30 minutes. Remove from the oven and serve warm or allow to cool on a cooling rack before decorating and enjoying.