For the Filling

1. In the bowl of an electric mixer, combine butter, almond paste, powdered sugar, and flour. Mix on medium speed with a paddle attachment until combined. Add egg white and almonds, and mix again until everything is incorporated. Cover and refrigerate until ready to use.

For Assembly

1. Thaw the puff pastry according to directions. I just leave mine out on the counter for 20-30 minutes. Unroll the puff pastry on a baking sheet. I did not line mine, and had very little sticking, but depending on your baking sheet you may want to use parchment paper or Silpat.
2. Cut the puff pastry into 12 equal squares. Spread the squares out onto the baking sheet so that they are about an inch apart.
3. Using kitchen shears or a paring knife, make a one inch cut from the corner of each square diagonally toward the center.
4. Place a tablespoon size scoop of the filling into the center of each square, and then fold every other corner to the center, pressing firmly to seal. Repeat with the second roll of puff pastry.
5. At this point you can cover the pinwheels with plastic wrap or foil, and refrigerate overnight until you are ready to bake them.
6. When ready to bake, preheat the oven to 400 degrees. Use your reserved yolk to make an egg wash, beating 1-2 tablespoons of milk with the yolk. Brush the top of each pinwheel with the egg yolk, and then sprinkle with chopped almonds.
7. Bake for 9-11 minutes, or until the center has puffed up and the top is golden. Remove from the oven, and transfer the pinwheels to a cooling rack. Dust with powdered sugar.