Like so many ingredients, you can buy almond paste in most grocery stores. But it is so easy and quick to make it yourself, with the benefit that you can decide whether to make coarse or smooth almond paste.
Grind the peeled almonds in a food processor until you have almond flour or use store-bought almond flour. (NOTE 1)
Combine the almond flour and powdered sugar in the bowl of a food processor and pulse a few times to combine. Add the egg white and blend until the mixture comes together and looks like a shiny dough that holds together.
Add the almond extract, if you like a more pronounces almond flavor and pulse to blend.
Notes
If you grind your own peeled almonds, you can decide how fine or how coarse you want your almond paste to be.