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Step 1
Preheat oven to 350°. Line three 13x9x2" metal baking pans with foil, leaving overhang; grease with 2 Tbsp. butter; set aside. Put egg whites in bowl of a stand mixer fitted with a whisk; beat until soft peaks form. Slowly add 1/3 cup sugar, beating until stiff peaks form. Transfer to a large bowl; cover; chill.
Step 2
Using the paddle attachment, beat almond paste and remaining sugar on medium-low until incorporated, 4-5 minutes. Increase speed to medium-high; gradually add remaining butter. Beat until fluffy. Beat in yolks, then flour and salt. Fold in whites in 2 additions.
Step 3
Divide batter evenly among 3 bowls. Mix red coloring into 1 bowl and green coloring into second bowl; leave third bowl plain. Spread 1 bowl of batter into each prepared pan; smooth tops. Bake, rotating pans halfway through, until just set, 9-11 minutes. Let cool in pans.
Step 4
With a pastry brush, spread half of marmalade over green cake. Using foil overhang, lift plain layer out of pan. Invert onto green layer; discard foil. Brush remaining marmalade over plain layer. Lift red layer out of pan; invert onto plain layer and cover cake with foil.
Step 5
Top with a 13x9x2" pan. Weigh down pan with several heavy canned goods to compress cake layers. Refrigerate at least 4 hours and up to 1 day.
Step 6
Remove cans, top pan, and foil. Transfer cake to a waxed paper-lined baking sheet.
Step 7
Spread half of chocolate over cake in a thin layer. Freeze for 10 minutes. Cover with waxed paper, invert the baking sheet on top, and flip cake. Uncover and glaze with remaining chocolate. Freeze 10 additional minutes.
Step 8
Trim cake to 12x8". Cut crosswise into six 2"-wide strips. Cut each strip crosswise into 96 1/2"-wide cookies. Store in an airtight container.