I just use enough cold butter to give it the right consistency, sort of like some people do with regular flour pastry. I then add a bit of Splenda (you could use sugar). It's a bit crumblier than regular pastry. However, I use ground almonds and not the flour, so it might be a bit finer texture with the flour. I like the more rustic texture and I am not going to spend a lot of finely ground flour. Some people get their almonds ground pretty finely using a food processor, but I don't have one yet.
I'd just be careful when buying almond flour that it was handled properly and not stored right next to regular flour. Any company that makes it that is of any worth is going to keep it in sealed plastic bags, but who knows. The ground almonds I buy in Sainsbury's is in a plastic bag, like their whole nuts.
There are a ton of exact recipes for almond pastry if you Google. Since I usually only make berry or rhubarb crumble, I don't worry about it sticking together so much. When I make pumpkin pie, I use ground almonds or pecans (reallllly great for pastries but a bit pricey. I've not seen them pre-ground here), melted butter, and Splenda (brown sugar would probably work even better) and press it in the bottom of a pie pan.