Step 1

Preheat oven to 325 F. Line a baking sheet with parchment paper.

Step 2

Place egg whites in the bowl of an electric mixer fitted with the whisk attachment. Beat on high speed until egg whites form stiff peaks. Add the sugar slowly; continue beating until egg whites are very thick, 2 to 3 minutes. Beat in cocoa until combined. Stir in almonds; mix until completely blended. Batter should be quite thick and sticky.

Step 3

Transfer to a pastry bag fitted with a ½ inch round tip (such as Ateco #806). Pipe teaspoon-size, peaked mounds onto baking sheets lined with parchment paper, spacing about 2 inches apart.

Step 4

Bake until slightly cracked, 15 to 17 minutes, rotating sheets halfway through. Let cool on sheets several minutes, then transfer to a rack to cool completely.

Step 5

Make filling: In a small bowl, combine shortening and melted chocolate. Spoon about ½ teaspoon of chocolate onto flat side of a cookie; place another cookie on top. Press together gently so chocolate oozes out slightly. Return cookie to a wire rack to set; repeat with remaining cookies. Cookies can be stored between layers of parchment in airtight containers at room temperature up to 3 days.