3 cups all-purpose flour
1 teaspoon salt
1 cup (2 sticks) unsalted butter, room temperature
1/4 cup granulated sugar
1 large egg, lightly beaten, plus 1 egg yolk, lightly beaten
1/4 cup whole milk
1/4 cup sliced almonds
1 and 1/2 cups confectioners' sugar
1/4 cup light-brown sugar
1 tablespoon plus 1/4 teaspoon ground cinnamon
In a medium bowl, whisk together flour and salt. In a large bowl, using an electric mixer, beat butter and granulated sugar on high, scraping down bowl as needed, until light and fluffy, about 4 minutes. Add whole egg and beat to combine. Beat in half the flour mixture, then milk and remaining flour mixture. Turn dough out onto a lightly floured surface and gently knead to combine. Divide dough in half. Lightly flour a large piece of parchment paper and roll out 1 dough piece to a 9-by-12-inch rectangle. Repeat with remaining dough and another piece of parchment. Refrigerate until firm, 30 minutes.
In a food processor, pulse almonds until coarsely chopped. Add 3/4 cup confectioners' sugar, brown sugar, 1 tablespoon cinnamon, and 5 teaspoons water; pulse until combined.
Remove 1 dough sheet from refrigerator and cut into twelve 2-by-4 and 1/2-inch rectangles. Spread half with 1 heaping teaspoon almond mixture each, leaving a 1/2-inch border. Brush edges with yolk; top with remaining dough pieces.
With the tines of a fork, crimp edges firmly. Brush tops with yolk. Repeat with remaining dough. Chill pastries on a rimmed baking sheet until firm, 30 minutes.
Preheat oven to 350 degrees. Bake until edges are golden, 20 minutes. Let cool completely on sheet on wire rack.
In a small bowl, whisk together 3/4 cup confectioners' sugar, 1/4 teaspoon cinnamon, and 5 teaspoons water. Spread glaze over pockets. Let set 5 minutes.