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1. Preheat oven to 400 degrees F. Line a very large cookie sheet with parchment paper; set aside. Unfold pastry sheets onto a work surface. Cut each sheet lengthwise into two rectangles (four rectangles total). Using a fork, generously prick pastry rectangles all over.
2. Spread the almond filling (about 1/4 cup each) over rectangles, spreading to within 3/4 inch of the edges. Top evenly with the white baking pieces and almonds. Brush edges of rectangles with water. Fold each rectangle in half lengthwise; gently press edges with fork to seal. Place rectangles 2 inches apart on the prepared cookie sheet.
3. Bake for 20 to 25 minutes or until golden brown. Transfer rectangles to a wire rack; let cool for at least 4 hours. Generously sprinkle with powdered sugar. Cut each rectangle crosswise into 12 strips.