In a bowl, cream the butter. Mix in sugar, egg yolk and vanilla and beat until creamy. Stir in the almonds and 2 cups flour. Knead in the rest of the flour by hand until the dough isn't sticky - you may need more than two more cups.
Divide the dough into two halves and roll each out into 30cm ropes. Cut each rope into 12 pieces. Flatten the pieces on ungreased baking trays about 5cm apart. Bake 25 minutes or until just golden - note that these biscuits won't brown.
Place the biscuits on a plate to cool and sift plenty of icing sugar over them.