For the filled Stollen cookies, first prepare the filling. To do this, toast the almonds without fat in a pan, then set aside and let cool. Save a few almonds for the decoration.
Cut the candied orange peel into small pieces, put some aside for decoration. Cut the marzipan very finely and put it in a mixing bowl. Add vanilla sugar and cognac and mix everything together well until you have a spreadable mixture. Fold in the almonds and candied orange peel.
In the meantime, line a baking tray with baking paper and preheat the oven to 200 degrees top/bottom heat.
For the dough, mix flour and baking powder well together in a bowl. Add the remaining dough ingredients and mix everything together to form a smooth dough.
Roll the dough out thinly on a lightly floured work surface and cut out circles with a round cookie cutter about 5 cm in diameter.
Place the filling near the edge of the circle, fold or roll the circle and press down well.
Place the finished cookie stollen on the baking sheet and bake for about 15-20 minutes. At the end sprinkle some of the chopped candied orange peel and let cool.