Almond flour is a fine flour made from ground almonds where the oil has already been removed. so there is nothing to soak. In fact, almost flour is very popular in Asia where is is sold as a beverage mixed with water and/or milk and a little Sugar or honey. It is drank for its health benefits. I can imagine baking with almond flour because in Asia, there are many cookier made with almond flour (pure) and/or mixed with wheat flour and made into commercial cookies.
Any Asian store should have one product or two at least made from almond flour or almond flour beverage mix.