Preheat the oven to 375°F. Line two baking sheets with parchment paper.
Melt the chocolate: In a medium saucepan, bring about 3 inches of water to a simmer over medium heat. In a large heatproof bowl, combine the unsweetened chocolate, chocolate chips, and butter. Set the bowl over the simmering water and melt the chocolate, stirring it regularly with a wooden spoon to avoid scorching. Set it aside to cool until lukewarm.
Make the batter: In a bowl, whisk together the sugar, eggs, and vanilla. In another bowl, sift together the flour, cocoa powder, baking powder, and salt; whisk to combine. Stir the egg mixture into the cooled chocolate. Then gently stir in the flour mixture. Do not overmix.
Bake the pies: Scoop the batter by scant 1/4-cup measures onto the prepared baking sheets, keeping the shapes round and about 2 inches in diameter. Leave room between them because they will spread as they bake. You should have about 32 rounds. Bake until they puff up, 5 to 8 minutes. If they seem a little too soft in the centers, leave them in the oven for an additional 1 to 2 minutes. Remove the baking sheets from the oven and allow the cookies to cool for 10 to 15 minutes before gently transferring them to a wire rack to cool completely.
Flavor the milk: In a medium saucepan, heat the milk to a simmer and addd 3/4 cup of the toasted almonds. Remove the pan from the heat and allow the almonds to steep in the milk for 15 to 20 minutes. Then strain the milk and pour it back into the same pan. Discard the almonds.
Make the filling: In the bowl of a stand mixer fitted with the whisk attachment, beat together the sugar, flour, cornstarch, and egg yolks until the mixture thickens and forms a ribbon that falls when you lift the beater, 3 to 5 minutes. Pour some of the warm almond milk over the eggs and whisk to blend. Then pour the entire egg mixture back into the milk. Cook over medium-low heat, stirring constant with a wooden spoon, until the mixture thickens, 5 to 8 minutes. Stir in the almond extract. When the mixture begins to bubble, cook for an additional 2 minutes, stirring to make sure it doesn't cling to the bottom of the pan and burn. Pour the filling into a bowl. Cover it tightly with a layer of plastic wrap, pressing it down so it touches the filling and protects it from forming a skin. Refrigerate until cold.
Assemble the whoopie pies: Spread out half of the cookies, flat side up, and scoop the filling onto them. Sprinkle with the remaining 1/4 cup slivered almonds, and top each one with another cookie, flat side down. Serve at room temperature (preferably) or chilled.