Step by step

Beat the egg whites until they hold firm peaks

Tips
Some people like to roll the balls of almond paste in icing sugar before baking to create a contrast between the crispiness of the pastry on the outside and the softer centres. Alternatively, the pastries can be made with the help of a pastry bag, especially if the dough is too soft to be worked by hand.
Trivia
The name "royal" that is often used with reference to these pastries can be traced back to the fact that they were "fit for a king" owing to its undeniable deliciousness.