Preheat the oven to 180°C or 350°F. Line a baking tray with parchment paper. Set aside.
Roll out the dough on a floured surface until it's 2 cm thick (do not go thinner than 1 cm). With the figolli cutter, cut the dough into the shapes you have and place them on the sheet of parchment paper, leaving some space between one another.
Place a generous layer of the almond filling on the dough. Cover the almond filling with another piece of dough with the same shape and seal well the sides.
Bake the figolla for about 30 minutes or until lightly golden as this depends on how big the figolla is.
When the figolli are cooked, first let them rest on the baking tray before moving them to a cooling rack as this may cause the figolla to break. After some minutes, transfer to a cooling rack to let them completely cool. It is best to let them rest for a while or even wait until the following day before decorating them.