Probably a variation on "tejas de alemendras," amply illustrated here.
http://images.google.com/images?hl=en&client=firefox-a&rls=o...

I think "almond curls" is a good descriptor, though it appears most commonly when translating the same confection out of Dutch (Amandelkrullen)
http://images.google.com/images?hl=en&client=firefox-a&rls=o...

Certainly sounds more plausible than "almond badgers"!


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Note added at 1 hr (2009-05-28 19:04:04 GMT)
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ah, very good further multilingual sleuthing on your part!

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Note added at 1 hr (2009-05-28 19:10:35 GMT)
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Though of course, we cannot rule out the possibility that they are, in fact, describing marzipan badgers:

http://www.marzipanworld.com/acatalog/Marzipan_World_Royal_I...

(I know, these ones are royal icing and not marzipan, but surely you *could* make badgers out of marzipan!)

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Note added at 1 hr (2009-05-28 19:17:43 GMT)
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January 14, 1519

Scene: The dining room. Bruce and Barry are eating with several other nobles in the imperial dining room. The majority of the nobles are young men, under the age of thirty, including the Emperor's younger grandson, the Archduke Ferdinand. The narrator is studying a marzipan badger that has been placed on the table as a centrepiece.

Narrator: Hmmm ... They've given it long hind claws, which, of course are quite inaccurate on the central European subspecies, and its much bigger than one would expect. Not a bad job, otherwise.
http://forum.paradoxplaza.com/forum/printthread.php?t=124406...