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Place almonds in a single layer on a baking sheet and bake at 325 degrees for 8 to 10 minutes or until golden brown.
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Set almonds aside to cool.
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Cream butter and sugar until light and fluffy.
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Beat in eggs, vanilla, almond extract and orange zest.
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Blend in flour, baking soda, nutmeg and salt.
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Fold in nuts, getting them well distributed.
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Grease and flour baking sheet.
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Form dough into 2 logs about 12 inches long each; then flatten out to be about 1/2 inch high.
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Place on baking sheet 2 inches apart.
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Bake at 325 degrees for about 25 minutes or until golden brown.
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Remove from oven and cool for 5 minutes.
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On a cutting board, slice each loaf diagonally into 1/2 to 1 inch slices.
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Place slices flat on baking sheet and bake for an additional 10 minutes.
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Cool on wire rack.