The ingredients in this recipe mean that pignoli cookies will be expensive to make and buy. Almond paste is not always easily available and when it is it’s quite expensive. This is understandable considering the work that goes into making a commercial almond paste. But the most expensive ingredient is pine nuts. The long and fiddly process of collecting and processing these nuts puts a high price tag on them. So because of these two ingredients, pignoli cookies are expensive.