With all their rich flavor, it’s hard to believe that these cookies are low in fat. Like the shortbread, they also produce many servings without much fuss.
Preheat oven to 350°. Spread almonds on a baking sheet and toast until nicely browned and fragrant, about 10 minutes. Cool nuts and coarsely chop half the batch (I do this by putting them in my standing mixer with the paddle attachment on low speed until about half of the almonds break up).
Mix nuts, flour, sugar, salt, and baking soda together. Add eggs and vanilla and almond extracts, then combine until mixture forms a dough. Turn the dough out onto a cutting board and knead into a ball. Divide into four equal parts.
On a floured work surface, roll each ball into a cylinder about 10 inches long and 1-½ inches wide. Tuck stray almonds into the dough as you work. Line two large baking sheets with parchment paper. Place the rolls on baking sheets and bake 20 to 25 minutes until lightly browned and slightly firm to the touch (turn pans after 10 minutes for even browning). Remove rolls from oven, place on a cutting board, and cut with a sharp knife into diagonal slices approximately ⅔ inch wide.
Replace cookies on baking sheets and bake 20 to 30 minutes longer, or until crisp and golden. Cool on sheets, then transfer to an airtight container. Cookies will keep up to 3 weeks; they also freeze very well. Serve with coffee or mulled wine.