The night before baking, begin preparing the pastry dough by following the steps in our wienerbrødsdej recipe. The next day, you will continue the laminating process as described in that recipe. The next day, follow the lamination instructions in the danish pastry dough recipe.
While your dough is resting between folds, mix the ingredients for your marzipan filling in a bowl. Mix together really well, until you have a smooth paste.
Once you have completed all the laminations and steps in the wienerbrødsdej recipe (up to the shaping part) and the dough has rested, start rolling out your dough. Roll the dough into a 20 by 6 inch rectangle, then cut that in half; Roll each of the two halves into rectangles that measure 8 by 15 inches.
Spread half of the marzipan filling on one rectangle down the center, leaving about 1-2 inches of exposed dough along the long edge of the rectangle.
Fold the short edges in one inch and press down.
Fold the long edges towards the center of the pastry, leaving about 1 inch of exposed marzipan in the center, and press down the edges.
Repeat this with the other half of the dough.
Place each pastry on its own baking sheet. Cover with plastic wrap.
Now leave your shaped pastries to rise for at least 2 hours, perhaps longer.
Look at the difference between the previous picture and the picture below! This is a very important step, because under-proofing these means major butter leakage (we are speaking from experience!). You'll know the pastries are ready when they feel super light and airy (almost wobbly when you touch them) and have doubled in size. Another test is to poke the dough, and if it leaves an impression and doesn't spring back immediately, it should be ready.
Towards the end of the rising time, preheat your oven to 375 degrees F (190 C).
Once your pastries have risen, press down the long seams gently to encourage it to stay together when baking. Egg wash the tops and sprinkle chopped almonds and pearl sugar (optional) over the top.
Bake for about 15-20 minutes or until golden brown. You can either bake both sheets simultaneously if you adjust the oven racks, or bake them one at a time.
Once they are done, let the pastries cool on a cooling rack. Cut into slices and enjoy!