These individual vanilla soufflés include a surprise layer in the middle: almond cookies soaked in an orange liqueur syrup. The soufflés are thickened with a cooked mixture of butter, flour, and milk called a panade, which adds body and richness. Egg yolks are whisked into the panade to form the soufflé base, and then beaten egg whites are folded in to create the soufflé batter.