Heat oven to 350 degrees F. Line 2 baking sheets with Silpats, and set aside. In the bowl of an electric mixer fitted with the paddle attachment, combine almond paste and sugar. Beat until creamy, about 2 minutes. Add orange zest, and beat to combine. Add 1 egg white and almond extract, and mix for 1 minute more.
On a lightly sugared surface, roll dough into 2 (18-inch-long, 3/4-inch-wide) logs. Cut each log crosswise into 30 (1/2-inch-wide) pieces, and roll into balls. Lightly beat remaining egg white. Coat each ball with egg white, and roll in sugar, tapping to remove excess. Place on prepared baking sheets, about 30 per sheet. Let rest for 30 minutes. Pinch with 3 fingers to form an irregular pyramid shape. Bake until lightly golden, about 15 minutes. Transfer to wire rack, and cool completely on baking sheet. Store in an airtight container up to 1 week.
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