If you can't get almond flour, it's very easy to make it yourself. Peel the almonds and crush in a blender until they are really fine.
Dry the shells quite well, if they are not dry enough they will crack. Check this by pressing lightly with your finger on a cookie shell. If it won't stick it's dry.
Macaron batter needs to be thick, but not too thick. Check it by whisking the batter and with a spatula write an eight into the batter. You've got to see the eight last (it might fade a bit, but not too much). Then the batter has the right consistency. Otherwise, you have to whisk some more.
Substitute candy canes with green/red musket for another variant on this Christmas cookie.