Heat oven to 350°F. In large bowl, stir cookie mix, oil, water, and egg until soft dough forms.
On ungreased cookie sheets, drop dough by rounded tablespoonfuls 2 inches apart.
Bake for 11-15 minutes (shiny metal cookie sheets) or 10-14 (dark or nonstick cookie sheets) just until set (centers will be soft). Allow to cool 1 minute on cookie sheet.
Remove cookies from cookie sheet and allow to cool completely.
To make filling, in a medium bowl beat Neufchatel cheese and butter until well blended. Slowly beat in powdered sugar. Fold in shredded coconut.
Take half of the cooled cookies so the bottom side is facing up. Spoon approximately 1/8 cup of the filling onto the cookies.
Take the remaining cookies and sandwich them with the cookies with filling on them, bottom side facing the filling.
Put chopped almonds in a bowl. Take each sandwich one by one to the bowl, using a spoon scoop and press nuts in the sides of the sandwich filling. Continue until all cookies are complete. Make 12 cookie sandwiches.