Preheat oven to 375ºF.
Unroll puff pastry onto work surface, reserving parchment paper it was packed in.
Sprinkle cheese evenly over puff pastry. Top with chopped bacon, then sliced almonds.
Starting at one edge, lightly roll the puff pastry up, jell roll-fashion.
Place roll on baking sheet. Freeze for 15 to 20 minutes.
Place reserved piece of parchment paper on large cookie sheet.
Using a serrated bread knife, slice pastry roll crosswise into ½-inch thick slices.
Place flat on prepared baking sheet, spacing well apart.
Brush a little egg yolk over tops of coins. Sprinkle with cayenne pepper.
Bake in centre of oven for 16-18 minutes or until deep gold colour.
