Prepare the Ultimate Cookie Dough and divide it into four equal parts. Wrap in plastic and chill for 30 minutes or refrigerate up to 4 days. Cover a cookie sheet with parchment paper, or use a clean, ungreased baking sheet. Place the egg white into a shallow dish or pie pan. Mix the almonds and sugar into another shallow dish or pie pan.
Remove one portion of the dough from the refrigerator and knead lightly until it is pliable. Divide the dough into 2 parts. Shape each part into a strand about 12 inches long.
Dip each strand first in the egg white, coating the strand on all sides, then roll the strand in the almond sugar mixture. Place the coated strands on the prepared baking sheet and cut each strip into 8 equal pieces. Separate each cookie slightly for baking.
Bake at 350 degrees for 15 minutes until very lightly browned.