Preheat the oven to 375 degrees F.
Line a sheet pan with parchment paper and have your fortune paper strips ready.
With a mixer, whip the egg whites and sugar on high speed for about 2 minutes, until it's frothy.
Whip in the melted butter, vanilla, almond extract, and water until mixed. Add the flour and mix just until the flour disappears.
With a tablespoon measure, spoon the batter onto the parchment paper and spread it out into a 3-inch circle. Set no more than 2-3 at a time. They set quickly and you'll not be able to fold more than that.
Bake the fortune cookies for 7-8 minutes. The edges should be slightly browned. If you over-bake them, they'll break when you shape them. If they're not browned enough, they will also tear.
When each batch of fortune cookies is finished baking, remove from the oven and quickly flip the circle over, and fold your fortune cookie in half, into a semicircle. This is when you quickly slip your note into the cookie. If you slip it in too early, your paper will stick to the cookie. Put your semicircle onto the edge of a cup, fold the ends down, to crimp into the classic fortune cookie shape
Place the cookie in a muffin tin to let it cool.
Repeat with the remaining batter and cookies! Enjoy!