Prepare a grill for indirect heat. If using a charcoal grill, build the hot coals on one side only. If using a gas grill, heat one side only to medium-high heat.
Add the sugar, butter, cream and honey to a heavy-bottomed saucepan and bring to a boil over direct heat. Whisk until the sugar dissolves.
Stir together the crushed almonds, flour, salt and orange zest in a large bowl, then pour into the sugar mixture and mix to combine. Allow the mixture to cool, stirring occasionally, about 30 minutes. (The batter can be chilled overnight if you have the time.)
Invert a cast-iron skillet over direct heat and place a piece of foil on it. Spoon teaspoon-sized amounts of batter onto the skillet, pressing out so the almonds are distributed evenly. Move the skillet over indirect heat and bake until the cookies bubble and caramelize, about 3 minutes. Remove the skillet from the grill and place the foil on a cutting board to allow the cookies to cool faster.
Once cool, gently peel the cookies off the foil and serve!
(Alternatively, you can bake the cookies on aluminum foil-lined baking sheets in a 350 degrees F oven until they bubble and caramelize, 10 to 12 minutes.)
Cookies should be stored in an airtight container in the freezer, as they tend to absorb humidity quickly.