In a large bowl, mix together the icing sugar, ground almonds, lemon and mandarin zest, vanilla essence and 2 egg whites to a smooth almond paste. If the mixture is too dry, add in the remaining egg white, a little at a time, but make sure that the pastry does not become sticky. Roll the almond paste into balls the size of a walnut, and then roll them into the extra icing sugar to cover completely. Dust a non-stick baking sheet with some icing sugar (or use rice paper if preferred) and place on the almond paste balls, slightly apart from each other. Dust again with some more icing sugar and bake in a hot oven for 10-12 minutes at 190°C. The pastini di mandorla will split during baking and will stay soft in the middle. Do not be tempted to cook the pastini for a longer duration as they will go hard as they cool down.For variations to the pastini di mandorla, you can add pistachio nuts, almonds, cocoa powder or cherries to the almond paste before forming into balls and baking.