These double-decker cookies are filled with semisweet, melted chocolate.
Heat oven to 325 degrees. Place egg whites in the clean bowl of an electric mixer. Beat on high speed, using the whisk attachment, until egg whites are stiff. Then add the sugar slowly and continue beating until egg whites are very thick, about 2 to 3 minutes.
Beat in cocoa until combined. Stir in almonds and mix until completely blended. The batter should be quite thick and sticky.
Line a baking sheet with parchment. Dampen hands and shape about 1 heaping teaspoonful of dough into a 1-inch ball. Pinch the ball with your fingers to form a teardrop shape and place on prepared baking sheet. Continue process, spacing cookies about 2 inches apart, until all the dough is used.
Bake until cookies are slightly cracked, 15 to 17 minutes. Let cool on sheet for several minutes, then transfer to a rack to cool completely.
Combine shortening and melted chocolate. Spoon about 1/2 teaspoon of chocolate onto the flat side of a cooled cookie and place another cookie on top. Press together gently so chocolate oozes out slightly. Return cookie to rack and let chocolate harden. Repeat process with remaining cookies.