Would it be possible to substitute the coconut with peeled almonds, to make a sort of marzipan filling?

Instead of substituting directly, I would likely make a marzipan filling according to a recipe for marzipan, and substitute the marzipan itself for the coconut filling. Substituting only one ingredient and not the rest is liable to affect the results. Marzipan doesn't typically include the coconut oil, so I'd be worried that substituting only the coconut and keeping the coconut oil would result in an oily mess.