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.
Photograph by Levi Brown
Courtesy of Food Network Magazine