1.In a medium bowl add the almond paste, egg yolk and lemon zest. Using a hand mixer on low speed to blend it until smooth.
2.On a lightly floured surface, cut your puff pastry horizontally once and vertically twice to give you six rectangles.
3.Place an almond paste log in the center of each pastry rectangle, parallel to the short side. Lightly wet one half of the pastry with water, then fold the other half over the almond paste. Press the edges together to seal. Repeat with all six pastries.
4.Spread the sugar out on a shallow dish. Brush the tops and sides of each pastry with water, then dip them into the sugar to coat all the wet surfaces.
5.Place the pastries on a parchment-lined baking sheet, ensuring the short sides are touching to prevent almond paste from leaking out. Chill the pastries in the fridge for about 30 minutes.
6.Preheat the oven to 390ºF. Bake for 25 minutes, or until golden brown. To get a glossy top, finish under the broiler for a few seconds to melt the sugar.