1Place butter in a saucepan over medium-low heat. Let the butter melt and then let it cool. Once cool, pour it into a stand mixer fitted with a paddle attachment.
2Mix the butter and sugars on medium speed for about 90 seconds. Add egg, egg yolk, and vanilla. Mix on low speed until combined.
3Sift all dry ingredients into a medium bowl. Whisk the dry ingredients. Add the dry ingredients to your butter and sugar mixture. Mix on low until flour is barely combined.
4Chill the dough for 24 hours or bake immediately.
5Make the almond filling by mixing butter and sugar in a medium bowl. Add the remaining ingredients and mix until combined. Make 8–16 balls of the filling and freeze for 15 minutes. Preheat oven to 350 degrees.
6Form cookie dough into 12–16 balls. Press a hole into each ball and add a ball of almond filling inside. Mold dough around the filling, and then roll it in the sliced almonds. Place the cookies on baking sheet and bake for about 15 minutes.