Pulse the almonds in a food processor, working in batches as needed, until a fine crumb is formed. Stir together the flour almond meal, cinnamon, and salt.
Cream the butter and sugar in a large mixing bowl until light and fluffy. Add the egg and beat.
Working with about 1/2 cup at a time, add the flour mix. Then stir in the almond extract.
Turn the dough out onto a cool, lightly floured surface, then divide into fifths. Return 1 fifth to the mixing bowl and shape the rest into 1 inch logs. Wrap in plastic and refrigerate until firm, about 1 hour.
Add the cocoa powder to the dough in the mixing bowl, then shape into a log and refrigerate as well.
Preheat the oven to 350 F and line two baking sheets with parchment paper.
Slice each log into 1/4 inch pieces. Spread the rounds on the baking sheet to form the lamb's fur. Use the chocolate rounds to form the heads, ears, and hooves.
Bake until golden brown at the edges, about 15 minutes. Let cook on the baking sheet for about 5 minutes before transferring to a wire rack.
They're wonderful hot out of the oven, or can be cooled then stored in an air tight container at room temperature for about 5 days.