Preheat oven to 325°F. Line a rimmed baking sheet with parchment paper.
Warm maple syrup and coconut oil in a small saucepan just until fluid, about 30 seconds.
Stir in cinnamon, vanilla, salt, and cayenne until smooth.
Toss almonds with the warm maple mixture in a bowl until evenly coated.
Spread almonds in a single layer on the prepared sheet.
Bake 18–22 minutes, stirring halfway, until glossy then dry to the touch and deepened in color.
Cool completely on the sheet. Break apart any clusters before storing.