In a small bowl, combine the almond paste, liqueur and espresso powder. Spread about 1/2 teaspoon mixture on the flat side of half of the walnuts. Top with remaining walnuts, forming a sandwich.
In a microwave, melt chocolate and shortening; stir until smooth. Dip one end of sandwiches in chocolate; allow excess to drip off. Place on waxed paper; let stand until set. Store in an airtight container in the refrigerator.