Let pastry stand at room temperature for 20 minutes or until easy to roll. Unfold pastry on a lightly floured surface. Roll into a 14-inch square. Cut square in half with a fluted pastry wheel.
Crumble almond paste in a small mixing bowl. Add egg yolk, brown sugar, and milk. Beat with an electric mixer on medium speed until well mixed. Spread filling over one pastry half *. Place remaining pastry half on top of filling. Using the fluted pastry wheel, cut dough crosswise into fourteen 1-inch-wide strips. Then cut each strip in half crosswise to make 28 pieces. Twist each piece twice. Place twists about 2 inches apart on cookie sheets lined with foil or parchment paper. Brush twists with slightly beaten egg white. Sprinkle with sugar (coarse sugar if available).
Bake in a 400-degree oven for 12 to 15 minutes or until golden. Transfer to wire racks to cool. Serve with Chocolate Dipping Sauce.
Tip: Almond filling will be very stiff. To make spreading easier, drop a dollop of filling uniformly over pastry. Spray a piece of waxed paper with non-stick cooking spray. Press almond paste evenly over entire dough. Spray waxed paper as often as necessary to prevent filling from sticking.
Chocolate Dipping Sauce
In a saucepan stir together sugar, cornstarch and salt. Crumble candy bars in one at a time. Gradually stir in cream. Cook and stir over medium heat until chocolate is melted. Temper egg yolk with 1/2 cup of hot sauce. Add back to pot and cook and stir until mixture comes to a boil. Remove from heat. Stir in vanilla and pour into a serving bowl. Any remaining sauce can be poured into custard cups, refrigerated and served as pudding. Makes about 28 cookies.