Preheat the oven to 180°C (355°F) static/conventional heat.
Line a baking tray with baking paper.
In a bowl, combine the egg whites, sugar, almond meal, vanilla paste, citrus zest, and citrus juice (or liqueur). Mix until a soft, sticky dough forms.
Roll the mixture into small balls.
Place a walnut piece on each ball and gently press it in.
Roll each ball generously in icing/confectioners’ sugar.
Arrange on the prepared tray, leaving a little space between them.
Bake for 20 minutes.
