Position racks in the upper and lower thirds of the oven and preheat to 300 degrees F. Line 2 baking sheets with parchment paper. Pulse the flour, granulated sugar, confectioners' sugar and salt in a food processor until combined. Add the almond paste and orange zest; pulse until fine crumbs form. With the motor running, slowly add the egg white and process until the dough comes together. (You can also mix the dough in a bowl with your fingers.)
Put the pine nuts in a small bowl. Form tablespoonfuls of dough into balls with damp hands and roll in the pine nuts to coat completely. Arrange 2 inches apart on the prepared baking sheets. Bake until light golden around the edge, 18 to 20 minutes. Let cool completely on the baking sheets.