Preheat your oven to 170°C (340°F).
Toast the unpeeled almonds on a baking sheet for about 10 minutes until slightly golden and fragrant.
In a mixing bowl, whisk together the all-purpose flour, baking powder, and a pinch of salt.
In another bowl, beat the eggs with the granulated sugar until pale and slightly frothy. Fold in the zests of orange and lemon.
Gradually add the dry mixture to the wet mixture, stirring until just combined. Gently fold in the toasted almonds.
On a lightly floured surface, divide the dough into two equal portions and shape each into a log about 30 cm long.
Brush the tops of the logs with the beaten egg yolk mixture and bake for about 25 minutes until golden and firm.
Remove from the oven and let cool for 10 minutes. Slice the logs diagonally into 1.5 cm thick pieces and arrange cut-side down on the baking sheet.
Return to the oven for an additional 10-15 minutes until crisp and golden.
Allow to cool completely on a wire rack before enjoying.