Heat oven to 325°F. Line two baking sheets with parchment.
Pulse almond paste, granulated sugar, and confectioners' sugar in a food processor until sandy.
Whisk egg whites with vanilla, salt, and lemon zest until lightly foamy.
With the processor running, stream in egg whites. Process until a sticky, smooth dough forms.
Chill the dough 10 minutes to firm slightly for easier shaping.
Add pine nuts to a shallow bowl. Scoop tablespoon-size portions of dough and roll to coat in pine nuts.
Arrange on sheets, spacing 2 inches apart. Gently flatten tops. Dust lightly with confectioners' sugar.
Bake 14–18 minutes, until edges are lightly golden and centers are just set.
Cool on the pan 5 minutes, then transfer to a rack to cool completely for chewy centers.
Store in an airtight container at room temperature up to 5 days.