Stir together almonds, sugar, egg yolk, and cream to make a thick paste.
Lay out the pastry sheets flat on your work surface. Cut each sheet of pastry into 8 long triangles (16 triangles total).
On the wider end of each triangle, place some of the almond mixture and one tablespoon of preserves.
Roll up the croissants and turn the ends inwards. Place on a baking tray lined with parchment paper.
To finish, stir together the egg yolk and cream, and brush the croissants with the mixture. Place immediately into the preheated oven on the middle rack, and bake for 12-15 minutes. Serve warm or at room temperature.