On a baking sheet, toast the almonds at 350º for 5 minutes.
In a food processor, mix sugar and the extra virgin olive oil. Add the eggs (save 1 egg – mix it and use ½ for the mix and ½ for “the wash” or glaze). Combine the flour, baking powder and salt in a mixing bowl. Whisk to mix.
Gradually add the flour at a low speed to the food processor; add orange extract and orange zest. Mix at higher speed for 1 minute to make sure it is all mixed. Let sit for 15 minutes.
While waiting, flour the almonds while the almonds are still warm and grease a thin cookie sheet with the extra virgin olive oil.
Form the mixture into a roll and place on a cutting board. Knead in the almonds. Use flour if it sticks to the board.
Divide the dough into 8 parts and form each into long breadstick-like rolls. Place the rolls on the greased cookie sheet, well apart. Flatten each slightly and brush the tops with the saved egg wash.
Bake at 350º for 20-25 minutes until golden brown. Remove from the oven and let cool slightly. Move rolls onto a cutting surface and slice into 1/2” diagonal slices while still warm.
Place the slices back on the cookie sheet and bake for another 5 minutes. Cool on racks before serving. Store in an airtight container.