Step 1
Preheat oven to 350 degrees F (175 degrees C). Spread coconut and walnuts onto a baking sheet.
Step 2
Bake in the preheated oven until coconut and walnuts are toasted 5 to 7 minutes. Remove from oven and finely chop walnuts.
Step 3
Combine raspberry jam coconut and walnuts together in a bowl.
Step 4
Divide cookie dough in half. Roll 1/2 the dough into a 12x7-inch rectangle on a lightly floured surface. Spread half the jam mixture over rolled dough to within 1/2 inch of the edges. Carefully roll dough jelly roll-style around filling; pinch side seam to seal roll keeping ends open. Repeat with remaining dough and jam mixture. Wrap each dough roll in plastic wrap and refrigerate until firm about 1 hour.
Step 5
Preheat oven to 350 degrees F (175 degrees C). Remove plastic wrap from rolls.
Step 6
Cut dough into 1/4-inch thick slices and arrange on a baking sheet.
Step 7
Bake in the preheated oven until edges just begin to brown 7 to 9 minutes. Cool cookies for 1 minute on the baking sheet and transfer to wire racks.
Step 8
Whisk confectioners' sugar water and almond extract together in a bowl until smooth; drizzle over warm cookies.