In many recipes, nuts can be optional. For these rolled cookies, however, the ground almonds contribute some of the fat and flour content and are necessary for the recipe to work correctly.
In a large bowl, beat butter with an electric mixer on medium to high speed for 30 seconds. Add granulated sugar, powdered sugar, and salt. Beat until combined, scraping side of bowl occasionally. Beat in egg yolks until combined. Beat in as much of the flour as you can with the mixer. Using a wooden spoon, stir in any remaining flour and the almonds.
Divide dough in half. Shape each portion of dough into an 8-inch-long roll. Wrap in plastic wrap or waxed paper and chill about 3 hours or until firm enough to slice.
Preheat oven to 350 degrees F. Line a cookie sheet with parchment paper and set aside.
Place coarse plain and/or colored sugar in a shallow dish. Brush rolls with egg white, then roll in sugar to coat. Cut rolls into 1/4-inch-thick slices. Place slices 2 inches apart on prepared cookie sheet.
Bake in the preheated oven about 12 minutes or until edges start to brown. Transfer cookies to a wire rack; let cool. Makes about 54 cookies.
Layer cookies between waxed paper in an airtight container; cover. Store at room temperature for up to 3 days or freeze for up to 3 months.