Knead flour, 250 g powdered sugar, cocoa, vanilla sugar, salt, eggs and marzipan. Knead in the pine nuts with your hands.
Form about 40 walnut-sized balls from the dough. Whisk the egg yolk and cream. Dip the balls in it.
Line baking sheets with baking paper and bake the balls at 200°C for 10 minutes. Allow to cool. Mix 50 g powdered sugar with lemon juice until smooth. Fill into a freezer bag, cut off a small corner and pipe stars onto the balls.