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  1. Lightly grease two baking sheets, or line with parchment.

  2. To make the dough: In a large bowl, beat the butter, sugar, vanilla, egg yolks, baking powder, and salt until light.

  3. Gradually mix in the flour to create a soft dough.

  4. Scoop the dough by the tablespoon onto the prepared baking sheets. Use a wet finger to press a 1/2"-deep well into the center of each cookie. Chill the scooped cookies while you make the filling.

  5. To make the filling: Place the egg yolks in a medium, heatproof bowl; set aside.

  6. Combine the sugar and flour in a small saucepan. Gradually whisk in the cream and milk and place the pan over low heat. Cook, stirring constantly, until the mixture thickens.

  7. Take the pan off the heat and whisk half of the hot custard into the egg yolks. Return the yolk mixture to the pan and blend well. Return the pan to the heat and cook just until the filling bubbles.

  8. Remove the custard from the heat, stir in the almond extract, and pour into a small bowl. Set aside and let cool.

  9. Preheat the oven to 350°F.

  10. Remove the scooped cookies from the refrigerator and fill each with a heaping 1/2 teaspoon of the filling.

  11. Bake for 13 to 15 minutes, until light golden brown around the edges. Remove from the oven and let cool on the pan for 5 minutes before transferring to a rack to finish cooling completely.

  12. Store well-wrapped and refrigerated for up to 1 week.