Place the raw almonds in a food processor and process until finely ground, forming a texture similar to almond flour. Add the powdered sugar, egg white, almond extract, and sea salt. Process for one to two minutes until the mixture is evenly combined.

Add the coconut sugar (or granulated sugar) and vanilla extract, then continue processing until the mixture thickens and begins to form a cohesive paste. If the paste appears too soft or loose, add additional powdered sugar in small increments, pulsing between additions, until the desired consistency is achieved. The almond paste should be smooth, thick, and spreadable.

Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper or a silicone baking mat.

Using half of the puff pastry sheet, roll the dough to approximately 1/2-inch thickness, or thinner if necessary, to fit the prepared baking sheet. Transfer the pastry carefully to the lined baking sheet.

Cut angled strips along both sides of the pastry to create braiding pieces. Cut small slits at the top and bottom of the pastry to assist with sealing. Break the almond paste into pieces and evenly distribute it along the center of the pastry.

Fold one end of the pastry over the filling. Alternating sides, fold the cut strips over the almond paste to form a braid, pressing gently to secure the dough. Fold the remaining end inward and press to seal.

In a small bowl, whisk the egg with water to create an egg wash. Brush the egg wash evenly over the pastry. Sprinkle sliced almonds over the top and sides.

Bake at 400°F for 10 minutes, then reduce the oven temperature to 375°F (190°C) and continue baking for 20 to 30 minutes, or until the pastry is light golden brown and fully baked through. Monitor closely during the final stage of baking. Remove from the oven, dust with powdered sugar if desired, slice, and serve warm.