Break up the almond paste into a food processor. Process about 15 seconds until paste is evenly broken up. Add granulated sugar and process another 30 seconds until mixture is smooth.
In electric mixer, beat eqq whites until soft peaks form. Beat in almond extract. Add almond paste mixture to egg whites one cup at a time, beating after each addition.
Place pignoli nuts in shallow dish. Drop 3/4 teaspoon of almond paste mixture into nuts. Form into ball - it will be soft and not quite perfect. Place on aluminum foil cut to fit cookie sheets. Place cookies 1" apart (approximately 20 per sheet). Bake approximately 15 minutes, until cookie and nuts are golden brown. If you bake two cookie sheets at a time, alternate placement of cookie sheets after 7 minutes of cooking to ensure even browning.
When cookies are done, slide foil off cookies sheets and leave cookie on sheets until cookies are cool.
Store in plastic container or freeze (they freeze perfectly just place in a plastic contained lined with aluminum foil or wax paper, cover tightly).