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Preheat oven to 375 degrees Fahrenheit, 191 degrees Celsius.
Make the filling by combining the almond paste, salt, and sugar in the bowl of a tabletop mixer. Beat until it breaks up and crumbles.
Add egg and almond extract. Beat until smooth.
Fold in the orange zest.
Roll out 1 sheet of puff pastry on a lightly floured work surface. Roll it out about an inch on all sides while maintaining a rectangular shape.
Spread half of the almond filling onto the pastry and sprinkle half of the sliced almonds over the filling.
Keep rolling the puff pastry toward the center until both sides meet.
Pinch the tops of both sides together and sprinkle with some sugar.
Slice the dough into 1 inch strips and place on a baking sheet lined with parchment paper.
Repeat the same process with the second sheet of puff pastry. You can slice this one as well into cookies or You can save it for later use by wrapping with plastic wrap and storing it in the freezer.
Bake for 35 minutes or until golden in the center rack of oven.
Remove from the oven and allow to cool.
Serve with hot tea or coffee. Enjoy!!