Spray mini cupcake pans with the nonstick spray. Refrigerate. Microwave the chocolate until melted and smooth, stirring every 20 seconds, for about 1 minute.
Combine the almonds and cookies in processor. Pulse until the almonds and cookies are finely ground. Transfer the nut mixture to a medium bowl. Add the butter and sugar to the processor and blend until creamy and smooth. Add the grated orange zest and pulse briefly, until incorporated. Add the eggs 1 at a time. Blend until the eggs are incorporated. Clean the sides of the mixing bowl and blend again. Add the nut mixture and melted chocolate. Pulse until blended. Clean the sides of the bowl. Blend again.
Pour the batter into the prepared pans. Bake until the center puffs and a tester inserted into the center of the cake comes out clean, about 8 to 10 minutes. Cool in the pans for 10 to 15 minutes.
Transfer mini cakes to a platter. Sift the cocoa powder over and serve.