Place the marzipan, ground almonds, powdered sugar, almond extract, fresh lemon juice, and egg white in a mixing bowl or in the bowl of a food processor with the paddle attachment in place. Knead the mixture until it comes together in a thick and tacky, but not overly sticky, dough. If it's too sticky add a little more ground almonds and/or sugar to it. Wrap the dough in plastic wrap and chill for at least 30 minutes (This can be made days in advance.)
When you're ready to make the almond horns, break the dough off into pieces and roll them into 1-inch balls. Then roll each ball into a small log, tapering it off so each end is a little thinner.
Use a pastry brush to brush egg white all over the cookie dough.
Roll each cookie into the slivered almonds. They don't have to be completely coated and keep in mind also that the ends will be dipped in chocolate. Bend each cookie into the shape of a crescent and place them on a lined cookie sheet about an inch and a half apart.
The oven should be preheated to 350 degrees. Bake the marzipan almond horns on the middle shelf for 10-15 minutes or until the tips are just starting to turn golden. Remove and let them cool completely.
Microwave some chocolate chips or chunks of chocolate until melted and then dip each end of the almond horns into the chocolate. Place the almond horns back on the cookie sheet or other surface to let the chocolate harden.
Store in an airtight container for up to a couple of weeks.