You can totally use almond flour - I have never ground my own almonds and made plenty of well-footed macarons. I would sift the almond flour though. The recipe I use calls for sifting the almond flour with sugar, and I think that helps make a smooth cookie. I would be careful food processing your almond flour, you don't want to make almond butter by mistake.
What kind of almond flour and/or sifter do you have? Your grocery store variety of almond flour should sift fine through a regular baking sifter.
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What kind of almond flour and/or sifter do you have? Your grocery store variety of almond flour should sift fine through a regular baking sifter.