Bring to a boil over medium heat. Cook, stirring constantly, for 2 minutes. Remove from heat. Add confectioners sugar, and whisk until smooth. Add pecan pieces.
Place cookies on a cooling rack over a lined baking pan.
Grind almonds with granulated sugar in a food processor until fine. Transfer to a medium bowl. In the bowl of an electric mixer using the whisk attachment, beat egg whites until stiff peaks form. Add almond extract. Gently stir egg white mixture into almond mixture to form a thick paste.