Preheat an oven to 400 degrees F. Spread the almonds out on a baking sheet and toast in the oven for 6-7 minutes, until golden and fragrant. Remove from the oven and cool to room temperature. Place the cooled almonds in a ziplock bag and use a rolling pin to smash them up into chunks.
Reduce oven temperature to 325 degrees F. Prepare two baking sheets by lining them with parchment paper and set aside.
In the bowl of a stand mixer fitted with the paddle attachment, beat the butter and sugars together until fluffy, about 3- 5 minutes. Scrape down the sides of the bowl and add the vanilla and egg and beat for another 2 minutes.
In a separate bowl, whisk together the flour, baking soda, salt, and malted milk powder. Add the chopped chocolates and toasted almonds to the bowl with the flour. Add the flour/chocolate/almonds to the bowl in one addition. Mix until the cookie dough clumps together and there is no flour left unincorporated, about 1 minute or so.
Using a 3 oz scoop (or a mounded 2 oz scoop), portion the cookie dough onto the prepared baking trays giving each cookie 2-3 inches of space. Bake for 16-18 minutes. The cookies should look puffy but still soft and slightly underdone (they'll finish as they cool).
Remove from the oven and cool on the tray for 10 minutes and then transfer to a wire rack to finish cooling. Only bake one tray at a time. Repeat until both trays of cookies are baked.