In a large mixing bowl, mix together the almond flour, granulated sugar and lemon zest. Separate the yolks from the whites. Add the yolks to the sugar and almond mixture and mix until combined (you can use your hands, but I prefer to do it with my stand mixer, because the dough can get a bit sticky). Add the water, one tablespoon at a time, until the dough comes together. Form into a thick disc or ball, place it in a medium bowl, cover with plastic wrap and let rest for a couple of hours (I placed it in the fridge for 1 hour).
Line a cookie sheet with parchment paper. One by one, pinch some marzipan mixture to form a 1-inch ball and lay on the cookie sheet. Keep making marzipan balls until all the dough is consumed. The dough is very sticky; this is normal, and the balls come together as you roll them.
Using a bakers brush, brush each marzipan ball with some of the reserved egg whites.
Preheat oven to 325ºF.
For the almond panellets, press one almond in the center of the panellet.
For the coconut panellets, roll each marzipan ball into the shredded coconut.
For the pinenut panellets, add 1 Tbs egg white to the pinenuts and roll each marzipan ball into the pinenut mixture.
Lightly brush each panellet with egg white
Place the cookie sheet in the preheated oven and bake for about 10 minutes, turning it half way through the baking process and keeping a close eye so the panellets get only slightly golden.
The panellets will keep well in a sealed container at room temperature for more than 2 weeks, or in the freezer for 3 months