Position a rack in the center of the oven and preheat the oven to 350 degrees F.
Spread the almonds, walnuts and crushed biscotti in a single layer on a baking sheet. Bake until the nuts are lightly toasted, 6 to 8 minutes. Cool completely.
Put the butter and chocolate in a heatproof medium bowl and place the bowl over a pan of barely simmering water. Stir until the chocolate has melted and the mixture is smooth, about 6 minutes. Stir in the coffee until smooth. Add the almonds, walnuts, biscotti pieces and orange zest, and stir until combined. Cover the bowl and refrigerate until firm but moldable, 1 1/2 to 2 hours.
Divide the chocolate mixture in half. Place half of the mixture in the center of an 18-inch-long piece of plastic wrap. Using a spatula, form the mixture into a log, about 7 inches long and 2 inches in diameter. Roll up the log in the plastic and twist the ends to seal. Roll back and forth on a work surface a few times to make the log evenly round. Repeat with the remaining chocolate mixture. Refrigerate the logs until firm, about 1 hour.
Spread the confectioners' sugar on a dinner plate. Remove the plastic wrap from the logs, then roll them in the sugar until coated. Using a pastry brush, brush away the excess sugar. Let the logs sit at room temperature for 15 minutes. Using a sharp serrated knife, cut the logs into 1/2-inch-thick slices and serve.
Cook's Note: The dessert can be frozen for up to 1 month. Thaw at room temperature for 25 minutes before slicing.