The Food Network's Pignoli Cookies is a good recipe for making the traditional Italian baked goods. You need almond paste, honey, confectioners' sugar, egg whites and pine nuts.
To make Italian Pignoli Cookies, break up one 15-ounce can of almond paste until it forms small crumbles, and then mix in 1 cup of confectioners' sugar until well-blended. Combine the sweetened almond paste with 2 tablespoons of honey, 1 pinch of ground cinnamon, 1 pinch of fine salt, 2 egg whites and the zest from 1 lemon. Spoon the thick cookie dough into a pastry bag, and dollop out 1-inch balls. Press pine nuts into the tops of the cookies, flattening them out. Bake the cookies at 350 degrees Fahrenheit for 12 to 14 minutes.
Another good recipe is Almond Pine Nut Cookies. Add two 7-ounce tubes of almond paste to a food processor, and blend it well before slowly adding in 1 cup of sugar. While the food processor runs, add 2 egg whites and the zest of 1 orange. Form the thick dough into small balls, and roll them in 1 1/2 cups of whole pine nuts. Place the balls on a cookie sheet, and bake them at 350 degrees for 13 to 15 minutes.