Preheat the oven to 375 degrees F (190 degrees C). Grease cookie sheets, or line with parchment paper. Have fortunes ready to go on small strips of paper. The strips of paper used should be 3 to 3 1/2 inches long and no more than 1/2-inch wide.
In a large bowl, whip egg whites and sugar on high speed of an electric mixer until frothy, about 2 minutes. Reduce speed to low, and stir in melted butter, vanilla, almond extract, water and flour one at a time, mixing well after each. Consistency should resemble a thick pancake batter. Spoon the batter into 3 inch circles on the prepared baking sheets. Leave room between for spreading. Carefully, tilt the baking sheet in all directions to spread the batter or use the back of a spoon. We found that tilting the pan works best, since the batter tends to stick to the spoon.
Important Note: Prepare to work quickly. You'll want to work in small batches. There is approximately a 15 second window to add the paper slips, fold the cookies in half and then shape them into the standard fortune cookie shape, before the cookie hardens.
Bake for 5 to 7 minutes in the preheated oven, or until the edges are golden brown. The middle part of cookie should remain quite light in color. Quickly remove one at a time with a thin spatula, place a message in the center, and fold in half. Fold the ends of the half together into a horse shoe shape. If they spring open, place them in a muffin tin to cool until set. (We had to place all of ours in a muffin tin.)