Preheat oven to 375 F.
Make the pies: In a medium heatproof bowl, combine the unsweetened chocolate, semi-sweet chocolate and butter. Fill a pot (relatively the same size as the bowl) about 1/3 full with water and place it over medium heat. When the water simmers, place the bowl of chocolate and butter over the simmering water and lower the heat. You want to melt the chocolate and butter gently together, stirring and scraping the sides (to avoid scorching).
In another bowl, whisk together the sugar, eggs, vanilla, cinnamon and lemon zest. Set aside.
Separately, sift together the flour, cocoa powder, baking powder and salt.
When the chocolate and butter is melted, remove the bowl from the heat; stir to assure it's completely mixed and transfer to another medium bowl. This will accelerate cooling. Allow the chocolate to cool a few minutes. Whisk in the egg mixture. Whisk in the flour mixture. Only whisk until blended, over-mixing can affect the texture of the pies.
Spray a baking sheet with nonstick spray (alternatively, use a piece of fitted parchment sprayed with nonstick spray). Drop the batter in large spoonfuls (keeping the shapes as round as possible) on the baking sheet. You are aiming for rounds that are about 2 inches in diameter. Take care to leave some room (about 2 inches) between each one to allow for spreading that will occur as they bake.
Place the tray in the hot oven and bake for 6 to 8 minutes. Check the pies. Leave in the oven an additional minute or two if they seem under baked. The dough will lose some of its shiney-ness and no longer look wet but will still feel soft. Remove the tray from the oven and allow them to cool for about 5 to 10 minutes before gingerly lifting them off the baking sheet and onto a flat surface.
Make the filling: In a medium saucepan, heat the milk to a simmer and add about 3/4 of the cup of the toasted almonds. Reserve the remaining almonds. Shut off the heat and allow the almonds to "steep" in the milk, for 10 to 15 minutes. Strain the milk and pour it back into the same pan, discarding the almonds from the milk.
In the bowl of an electric mixer fitted with a whisk attachment, beat together the sugar, flour, cornstarch and egg yolks until thick and smooth, 3 to 4 minutes.
Pour some of the hot milk mixture over the eggs and whisk to blend. Pour the egg mixture back into the milk; turn on a low to medium heat and cook, stirring constantly with a wooden spoon, until the mixture thickens, 5 to 8 minutes. Stir in the almond extract. Continue to cook for an additional 1 to 2 minutes, stirring to make sure it doesn't cling to the bottom of the pan and burn, until very thick. Pour the cream into a clean bowl. Stir in the remaining almonds. Cover tightly with a layer of plastic so the cream doesn't form a skin. Allow to cool.
Assemble: "Sandwich" some of the cream in between two of the chocolate rounds. Drizzle with melted chocolate, if desired.