Make the dough by cutting the butter into the flour. Stir in water and mix well. Chill in refrigerator about an hour. Make the filling by beating almond paste until smooth. Blend in sugar, vanilla, and egg yolks in a food processor. Chill in refrigerator about an hour. Divide dough and filling into 12 equal parts. Roll one section of dough into a 4-inch-by-14-inch rectangle strip. Refrigerate the remaining dough while you're working so it will be easier to handle. Roll one section of filling about 12 inches, and flatten with your fingers. Lift the filling and lay it down the center of dough strip. Fold dough over center, and pinch shut. Place each strip on a greased cookie sheet with the seam side down. Brush each strip with beaten egg whites, and sprinkle with sugar. Prick with a fork every 2 inches to allow steam to escape. Bake at 400ºF. for 23 to 30 minutes.