Mix the baking oil together with the juice, marzipan, icing sugar and eggs, then combine with the flour, cornflour and almonds to create a shortcrust pastry. Shape the dough into a brick, wrap in clingfilm and leave to chill in the fridge for 30 minutes.
Dust your work surface with flour and roll the dough out to make a thin rectangle.
Mix together the remaining ingredients to produce a paste and use to cover the pastry base. Cut the pastry into four even strips and roll up from the long side. Chill them for at least an hour.
Preheat the oven to 170°C. Cut the rolls into approximately 0.5 cm thick slices and arrange with space between them on a baking tray lined with baking paper. Bake for approximately 12 minutes until lightly coloured.