Combine the almonds, flour, sugar and baking powder in a large bowl. Beat the egg white in a separate bowl until it holds its shape and has a consistency resembling shaving foam. Fold into the almond mixture. Add the vanilla extract and stir to combine thoroughly.
Dust a work surface with sugar. Roll 1 tablespoon of the biscuit dough in the palm of your hands to make a sausage shape about 6 cm (2½ inches) long. Roll in the sugar, then place on a baking sheet lined with baking parchment. Repeat with the remaining dough to make about 14 biscuits. Make sure you leave plenty of space between each biscuit, as they spread during cooking.
Bake the biscuits in a preheated oven, 200°C (400°F), Gas Mark 6, for 10 minutes until lightly golden.