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If you're using store-bought almond paste to have to make it a bit more smooth and flexible with a little bit of egg. If you made your own, that's not necessary.
Pre-heat the oven to 180 degrees Celsius or 350 degrees Fahrenheit and line an oven tray with parchment paper.
Place the puff pastry on your counter, you can make one large log or 2 smaller ones. Roll the almond paste into a bar so that it fits onto the puff pastry with enough space on the sides to fold the dough inwards.
Place the almond bar on top of the puff pastry. Beat an egg yolk with a little but of milk and use a brush to coat the sides. Fold the sides inwards and roll the dough around the almond paste.
Close it using egg yolk again and transfer the logs to an oven tray lined with parchment paper. You can add some almonds on top for garnish.
Coat the log with egg yolk and then bake in the oven for about 15 minutes. The exact time depends on your oven and the thickness of the pastry log. Let it cool off a bit, enjoy!