Add the ingredients to a bread machine in the order listed. Run on the dough cycle.
While the dough is working, start the filling. Add the almond paste, ground almonds, sugar, and salt to the bowl of a mixer or food processor.
Add butter, egg whites, almond extract, and amaretto.
Beat on medium-high heat until fluffy, about 3 minutes.
When the dough has risen, roll it out on a lightly floured board. Roll into a large rectangle, about 16 x 10 inches. Spread the almond filling evenly over the dough. If it is hard to spread, you can warm it up in the microwave for about 15-20 seconds.
Roll the dough up on the long side. Use a serrated knife and cut into about 1-inch slices.
Bake for 25 to 35 minutes or until golden brown.
Let cool slightly and make the glaze. Whisk together powdered sugar, milk, and almond extract. If the glaze is too thick, add more milk as needed.
Drizzle the glaze over the rolls and sprinkle with sliced almonds.