Knead flour, almonds, sugar, vanilla sugar, 1 pinch of salt, butter in pieces and egg yolk first with the dough hooks of the hand mixer, then with your hands. Form into 2 balls of the same size and wrap in foil.
Chill for about 1 hour.
Preheat the oven (electric cooker: 200 °C/circulating air: 175 °C/gas: level 3). Line 2 trays with baking paper. Form a roll (approx. 3 cm Ø) from each ball of dough. Cut into approx. 20 slices each and form 40 small balls in total.
Place on the trays and bake in a hot oven for 12-15 minutes.
Mix powdered sugar and grated coconut. Turn the balls immediately in the coconut mixture. Let it cool down.