Prepare the Oven and Baking Sheets: Preheat your oven to 350°F (175°C). Line baking sheets with parchment paper to prevent sticking and ensure even baking.
Create the Almond Filling: In a medium-sized mixing bowl, combine the almond flour and granulated sugar. Whisk thoroughly to blend. Incorporate the egg, melted butter, almond extract, and vanilla extract. Stir until the mixture becomes smooth, though it may retain a slightly grainy texture. Transfer the filling to the refrigerator to firm up.
Mix the Butter and Sugars: Using a stand mixer with a paddle attachment or an electric hand mixer, cream together the softened butter, brown sugar, granulated sugar, and powdered sugar in a large mixing bowl. Beat on medium speed until the mixture becomes light and fluffy, approximately 3-4 minutes.
Incorporate Wet Ingredients: Add the egg, almond extract, and vanilla extract to the creamed mixture. Mix thoroughly, ensuring that the sides of the bowl are scraped down to integrate all ingredients evenly.
Combine Dry Ingredients: Gradually add the all-purpose flour and baking soda to the wet mixture. Mix at low speed until a cohesive dough forms, taking care not to overmix.
Portion the Dough and Filling: Using a standard cookie scoop or measuring spoon, portion the cookie dough into 2.8-ounce balls (approximately ¼ cup each). Similarly, portion the almond filling into 2-tablespoon-sized balls.
Assemble the Cookies: Place six cookie dough balls onto the prepared baking sheet. Flatten each ball slightly with your hand, then place an almond filling ball in the center. Enclose the filling by wrapping the cookie dough around it, ensuring the filling is fully sealed inside. Roll into a smooth ball.
Add Almond Toppings: Gently press sliced almonds onto the surface of each cookie ball, ensuring they adhere firmly.
Bake the Cookies: Transfer the baking sheet to the preheated oven and bake for 17-20 minutes, or until the edges of the cookies are golden brown.
Cool and Garnish: Allow the cookies to cool on the baking sheet for a few minutes before transferring them to a cooling rack. Once cooled completely, dust the tops with powdered sugar for an elegant finish.