In a bowl, combine room-temperature butter, egg yolk, and powdered sugar. Add flour and chopped almonds. Use a mixer with dough hook to work into a smooth dough, then knead by hand for 1 to 2 minutes.
Shape the dough into small hedgehog shapes using a teaspoon and place them on a baking sheet lined with baking paper.
Preheat the oven to 180°C (356°F). Bake the hedgehogs for 15 minutes until golden. Allow them to cool to room temperature.
Melt the dark chocolate in a double boiler over gently simmering water. Dip the broad side of each hedgehog in the chocolate, then immediately decorate with chocolate sprinkles. Dip a wooden stick in the melted chocolate to paint eyes and a nose on each hedgehog.