For the chocolate sausage, crumble the butter cookies. Mix butter, sugar and eggs until creamy. Mix cookie crumbs, cocoa, slivered almonds and sherry. Form into a long roll.
Roll in aluminum foil and let set in icebox. Knead raw marzipan with powdered sugar. Roll into a rectangle. Remove chocolate sausage from foil, cover with marzipan, press edges smooth and wrap again in foil. Refrigerate.