In the bowl of an electric mixer, beat the egg whites until stiff. Fold in the almonds, almond oil and sugar.
Preheat the oven to 160°C (approximately 325°F). Line 2 baking sheets with parchment paper. Shape the dough into walnut-sized balls, place 2 inches apart on the baking sheets and flatten slightly.
Bake until lightly browned and firm to the touch, about 25 minutes. Remove, sprinkle with sugar, and transfer to a wire rack to cool.
From the paper cut 40 approximately 4x6 cm (approximately 1 1/2 x 2 1/2-inch) pieces and wrap the Amaretti in the paper like candy.