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1
Preheat oven to 325F.
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2
Line a baking sheet with parchment.
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3
Make cookies: Place egg whites in the bowl of an electric mixer fitted with the whisk attachment.
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4
Beat on high speed until egg whites form stiff peaks.
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5
Add the sugar slowly; continue beating until egg whites are very thick, 2 to 3 minutes.
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6
Beat in cocoa until combined.
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7
Stir in almonds; mix until completely blended.
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8
Batter should be quite thick and sticky.
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9
Transfer to a pastry bag fitted with a 1/2-inch round tip (such as Ateco #806).
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10
Pipe teaspoon-size, peaked mounds onto baking sheets lined with parchment paper, spacing about 2 inches apart.
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11
Bake until slightly cracked, 15 to 17 minutes, rotating sheets halfway through.
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12
Let cool on sheets several minutes, then transfer to a rack to cool completely.
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13
Make filling: In a small bowl, combine shortening and melted chocolate.
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14
Spoon about 1/2 teaspoon of chocolate onto flat side of a cookie; place another cookie on top.
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15
Press together gently so chocolate oozes out slightly.
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16
Return cookie to a wire rack to set; repeat with remaining cookies.
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17
Cookies can be stored between layers of parchment in airtight containers at room temperature up to 3 days.