Pulverize the almonds together with the wine and orange-blossom water, a little at a time, using food processor, blender, or -- if you're really ambitious-- a mortar and pestle.
When a stiff paste has been formed, beat in the eggs. Then add the cream, sugar, and melted butter.
In a large saucepan, heat the mixture over medium low-heat until it is stiff enough to hold shape (about 20 minutes). Stir continually.
Form the paste into the shape of a hedgehog. Add slivered almonds over the back to give the appearance of a hedgehog's bristles. Add currants to make the eyes and nose.
For the Sauce
Beat together the cream and egg yolks. Add sugar and mix.
Cook in a saucepan on the stove over medium-low heat. Stir continually till it is hot and thickened, about 15 minutes.