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For the cookies:
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1. Line two baking sheets with a silicone baking mat or parchment paper.
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2. Beat your egg whites in the bowl of a stand mixer fitted with a whisk attachment until whites are foamy.
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3. Gradually beat in the white sugar and continue beating until egg whites are glossy, fluffy, and hold soft peaks without falling.
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4. Sift confectioners' sugar and ground almonds in a separate bowl and quickly fold the almond mixture into the egg whites. If you wish to add color, add it now. Please use food coloring gels instead of food coloring so you do not change the consistency of the batter. Do not over mix. It should only be about 35 strokes.
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5. Spoon your batter into a pastry bag fitted with a large plain round tip.
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6. Pipe round disks of batter, about 1 1/2 inches in diameter, onto prepared baking sheet. The batter will spread a little so pipe a little less and wait for it to fall so you can see how big your disk will be before doing the next one. You'll need about an inch of space between the disks.
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7. Important! Let the piped batter rounds stand out at room temperature until they form a hard skin on top, about 40 minutes. I know this seems super weird, but it's important.
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8. Preheat oven to 300 F. Once oven is hot put the pans in and bake cookies until set (they will still be a little squishy) but not browned, about 8-10 minutes. Remove pans from the oven and set on a rack. Let cookies cool before filling.
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For the filling:
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1. Place your egg whites and sugar into a heatproof bowl and set it over a pan of simmering water (basically, a double boiler). Using an electric handheld mixer, mix on medium-low speed until sugar has dissolved and mixture is warm. Remove from heat.
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2. Continue to beat egg white mixture on high speed until it forms stiff (but not dry) peaks. Continue beating until fluffy and cooled, about 6 minutes.
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3. With mixer on medium-low, add the butter a couple tablespoons at a time, beating well after each addition. If frosting appears to separate after all the butter has been added, beat on medium-high speed until smooth again, 3 to 5 minutes more.
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4. Beat in vanilla and reduce speed to low. Beat 2 minutes to eliminate air bubbles. Then stir with a rubber spatula until smooth. Put frosting into a clean pastry bag and pipe in between 2 cookies.
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Tip: If you don't want to make the homemade frosting, you can use anything in between the cookies. Melted milk chocolate, white chocolate, Nutella (yum) or whatever sounds good ... you get the point.
