To make filling: Beat cream cheese and butter with an electric or stand mixer to combine. Add powdered sugar, almond extract and Amaretto. On a low setting, beat until sugar starts to combine. Increase to high and beat until filling comes together, about 30 seconds.
To assemble whoopie pies, gently sandwich about a teaspoon of filling between two cookies and roll in coconut, pressing coconut into filling with fingers if necessary. Repeat until filling or cookies are gone. Serve and enjoy!