With electric mixer, combine almond paste, sugar, confectioner's sugar, cocoa and egg whites. Mix on low speed until blended, then mix for 2 minutes on medium speed. Dough will be sticky.
Roll dough into 1" balls. (Moistening your palms with water helps to keep the dough from sticking to your hands. Or...just use a small cookie scoop). Roll the cookies in a bowl of sliced almonds and place on a parchment-lined cookie sheet. Slightly flatten the tops of the cookies. Bake at 350 degrees for 15 - 20 minutes. Leaving the cookies on the parchment paper, cool completely on rack. Remove with spatula.