Boil sugar and cold water until it thickens. Set aside to cool for 1/2 hour, then add 1/2 pound of blanched almonds broken into small pieces, and vanilla. Stir with a wooden spoon until it gets creamy; place on a marble slab or a large dish and knead a few minutes like you would bread; then mold into balls with your hands.

To Blanch almonds:

Shell them, immerse in boiling water and let stand five minutes; then dip in cold water and the skins can be easily removed.