Place the cheddar cheese in the bowl of a food processor and pulse until finely ground. Add the cream cheese and process until fully combined, scraping down the sides of the bowl, as needed. Add the cranberries and pulse until fully mixed. Season to taste with salt and pepper but go easy on the salt, as these are typically eaten with crackers. (If you don’t have a food processor, just grate the cheddar cheese finely, chop the cranberries and mix everything in a mixing bowl.)
Place the parsley on some waxed paper or a flat plate. Using wet hands, form the cheese mixture into a ball, then shape into a cone. Roll the cheese in the parsley, reinforcing the cone shape, as needed. Place on a serving plate.
Insert the almond slices into the cheese in concentric circles, starting from the bottom going up. Place in the refrigerator for 4 hours. Can be made 1 day ahead; wrap loosely with plastic wrap and store in the refrigerator. Serve with your favorite gluten-free crackers.