For the pesto: Place the almonds and garlic in the bowl of a food processor. Pulse to coarsely chop. Add the basil, cheese and lemon zest, and pulse to combine. Add the olive oil and salt and puree until a smooth paste forms.
For the sandwich: Open the loaf of bread and pull out some of the excess bread from the inside, leaving a slightly hollowed out loaf of bread. Spread the pesto evenly over the inside of both sides of the bread. Layer the coppa, finocchiona and mozzarella on the bottom half of the bread. In a small bowl, toss together the arugula, lemon juice, oil and fennel. Top the meats and cheese with the salad. Top with the remaining half of the bread and press together. Wrap tightly in plastic wrap. Refrigerate for at least 1 hour or up to overnight before slicing and serving.
Save the unused bread insides to make breadcrumbs.