Choose six individual wineglasses or serving dishes. Split ladyfingers in half lengthwise and spread jelly on bottom half of each ladyfinger. Replace tops, then cut each ladyfinger sandwich in half crosswise. Arrange 4 filled halves in each dish; drizzle each with 1 teaspoon sherry.
Combine milk and pudding mix in a heavy saucepan. Cook over medium heat, stirring constantly, until mixture comes to a full boil; stir in the remaining 2 tablespoons sherry. Cool mixture slightly, then pour over ladyfinger sandwiches. Cover each pudding with heavy-duty plastic wrap; chill 1 hour. Beat heavy cream until foamy; gradually add confectioners’ sugar, beating until soft peaks form. Just before serving, top with whipped cream and sliced almonds.
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