Prepare: Line a large baking sheet with parchment paper, or lightly grease with nonstick spray. Preheat the oven to 350 degrees F.
Make the almond filling: Add all almond filling ingredients to a food processor and process on high until creamy and smooth, about 2 minutes. Scrape the sides as needed. Do not over process. Refrigerate until ready to use.
Make the cookie dough: Add the softened vegan butter and sugar to a large bowl. With a stand mixer (paddle attachment) or handheld mixer, mix until creamy and smooth. Now add the yogurt and almond extract and mix until well combined. Add the flour, then sprinkle the cornstarch, baking soda and salt on top of the flour. Mix until just combined.
Fill and roll the cookies: Using a large cookie scoop (about 3 tablespoons), scoop out a portion of cookie dough. Flatten the dough, then scoop about 1 tablespoon of the almond filling and place in the center of the flattened cookie dough. Bring the dough around the filling and form into a ball. Place on the prepared baking sheet (the cleanest side up) and push several sliced almonds on top of each cookie. Continue until you have formed all the cookies.
Chill: If you can, chill the cookies on the baking sheet in the refrigerator for 30 minutes. This will prevent them from spreading too much in the oven. If you don't have time, it will still work to bake them immediately.
Bake: Bake the cookies in the oven for 16-18 minutes, until they are just barely golden on the edges and you don't see any wet dough on top. Let them cool for about 10 minutes on the pan, then transfer to a cooling rack. Dust with powdered sugar and enjoy!