Let the puff pastry stand at room temperature for 20 minutes, or until easy to roll.
Preheat the oven to 400 degrees F.
Line cookie sheets with aluminum foil, parchment paper, or nonstick baking mats.
Crumble the almond paste into a small mixing bowl.
Add the egg yolk, brown sugar, and milk. Beat with an electric mixer at medium speed until well combined.
The filling will be very stiff.
Unfold the pastry on a lightly floured surface.
Roll out into a 14-inch square.
Cut the square in half with a fluted pastry wheel.
Drop dollops of filling uniformly over one of the rectangles of dough. Spray a piece of waxed paper with vegetable oil cooking spray and use it to press the filling evenly over the dough.
Spray the waxed paper as often as necessary to prevent the filling from sticking.
Place the remaining rectangle on top of the filling.
Using a fluted pastry wheel, cut the dough crosswise into fourteen 1-inch-wide strips, then cut each strip in half to make 28 pieces.
Twist each piece twice. Place the twists about 2 inches apart on the prepared cookie sheets.
Brush the twists with lightly beaten egg white.
Sprinkle with granulated sugar.
Bake for 12 to 15 minutes, until golden.
Transfer to wire racks to cool.
While the cookies are cooling, make the Chocolate Dipping Sauce: In a saucepan, stir together the sugar, cornstarch, and salt.
Crumble the chocolate bars in one at a time.
Gradually stir in the cream.
Cook, stirring, over low heat until the chocolate is melted. In a small bowl, combine 1/2 cup of the hot chocolate sauce with the egg yolk. Add the yolk mixture to the pot and cook, stirring, until the sauce comes to a boil.
Remove from the heat. Stir in the vanilla and pour into a serving bowl.
Any remaining sauce can be poured into custard cups, refrigerated, and served as pudding.