Spread the almonds on a baking sheet and toast for 15 minutes, or until deep golden brown. Let cool.
Set aside 36 almonds. Grind the remaining almonds to a coarse powder in a food processor or in small batches in a coffee grinder. Transfer to a medium mixing bowl and sift in the flour, baking soda, and baking powder.
In a large mixing bowl, with a wooden spoon, beat the butter and sugar until blended. Beat the egg, then beat in the orange zest, juice, vanilla, and salt. Stir in the flour-almond mixture.
Pinch off a tablespoon of dough at a time, roll into a ball between the palms of your hands, and place 3 inches apart on greased baking sheets. Flatten the balls to 1/2 inch thick under your palms, then gently coax the edges inward to create a loose square shape. Press a whole almond in the center of each cookie.
Bake the cookies for 30 to 35 minutes, or until deep golden brown. Let cool for 5 minutes before removing from the pans, then cool on a rack. The cookies will become very crunchy as they cool.
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Recipe courtesy of SWEET SICILY (ReganBooks, 2001) by Victoria Granof
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