Preheat the oven to 350ºF.
Spread the almonds in a single layer on a baking sheet, and toast in the oven for 10 to 15 minutes. About halfway through, use a spatula to turn them over. They should be crispy and golden brown when done.
Set the almonds aside to cool. Once they’ve cooled to room temperature, chop them into small chunks.
Measure the sugar and olive oil into a bowl, and beat.
Add the eggs, and continue to beat.
Next, add the orange zest and juice, Cointreau, and eggs. Beat until the wet ingredients are well blended.
In a separate bowl, measure the flour, baking powder, salt and baking soda. Stir with a fork to blend well.
Add the flour mixture to the wet, stirring until just blended. Do not over mix.
Add the almond chunks last, working them into the dough.
The dough should be thick. Take it from the bowl and knead it on a floured surface.
Cut the dough in half, and shape into long rolls about 10-inches long and 2-inches in diameter.
Bake the rolls on a cookie sheet for about 25 to 30 minutes. A toothpick inserted into the center should come out clean.
Cool the rolls on a baking sheet for 15 to 20 minutes.
Once cooled, cut into slices about 1/2-inch thick. Place the slices back on the baking sheet with the cut side down.
Bake in the oven for another 15 minutes, turning each carefully about halfway through.
The biscotti should be crisp, and light brown.
Remove from the baking sheet and allow to cool before eating.