Separate the whites from the yolks and place in separate bowls.
Beat, with electric mixer on high speed, the egg whites until stiff. Reserve.
In large bowl mix the ground almonds, sugar and lemon zest. Add the egg whites and knead with your hands until everything is fully incorporated and you have a firm dough.
Divide the dough into three equal parts.
With the first part: Form 1-inch balls. Take a ball and using your fingers make a hole in the center. Place 4-5 chocolate morsels. Close the ball. Cover it with egg yolk. With patience, put the pine nuts over the entire surface. Lightly press them to make sure they are not going to come off. Repeat with the remaining balls.
With the second part: Mix the dough with 1 cup coconut. Form small cylinders. Wet with egg yolk and cover with more coconut.
With the third part: Stretch the dough into a rectangular shape. Place the guava paste in the middle and closes along with your fingers. Make sure it is tightly closed, so the filling does not come out when baking. Then cut slices of 1/2 inch.
Preheat oven to 395 º F
Cover a baking sheet with Parchment paper. Put all the sweet on the baking sheet and brush with egg yolk. Leave space between them, as they grow a bit when baking.
Bake for 10 minutes or until beginning to brown. Be very careful as they can burn very easily.
Remove from oven and place on a rack to cool.