Heat oven to 350 degrees. Line two baking sheets with Silpats (French nonstick baking mats); set aside. In the bowl of an electric mixer fitted with the paddle attachment, combine almond paste and sugar. Beat until creamy, about 2 minutes. Add orange zest and beat to combine. Add 1 egg white and almond extract, and mix for 1 minute more.
This recipe yields about 5 dozen cookies.