In bowl of electric mixer, cream butter with sugar on medium speed. Mix almond flour, zest, and yeast in large bowl. Gradually add to butter mixture, beating on low speed until combined. Beat in eggs until dough is soft and well combined.
Shape dough into walnut-size balls, then press gently to flatten.
Dip dough rounds in egg whites, then roll in almonds to cover completely. Repeat to coat remaining balls, placing them well apart on greased baking sheet.