Step 1

Heat the oven to 350°F with racks in the upper- and lower-middle positions. Line 2 baking sheets with kitchen parchment. In a medium bowl, whisk together the flour and baking soda.

Step 2

Distribute the almonds on 1 of the prepared baking sheets and toast in the oven until golden brown, stirring once about halfway through. Let cool on a wire rack.

Step 3

In a food processor, combine the sugar, almond paste, lemon zest and salt. Process until the almond paste has broken down and the mixture is sandy, about 30 seconds. Add the whole egg, the egg white and the vanilla and process until the mixture is smooth and lightened in color, 20 to 30 seconds, scraping the bowl as needed.

Step 4

Transfer the almond paste-egg mixture to the bowl with the flour mixture and stir with a silicone spatula until the flour is mostly incorporated. Add the toasted almonds and stir until incorporated (return the parchment to the baking sheet). Turn the mixture out onto a lightly floured counter and knead a few times to bring the dough together.

Step 5

Form the dough into a 14-inch log about 2 inches in diameter. Using a chef's knife or bench scraper, cut the log into fourths, then cut each quarter into 6 slices, each about ½ inch thick. Place the slices on the prepared baking sheets, spacing them evenly apart. In a small bowl, whisk together the remaining egg yolk and 1 teaspoon water, then lightly brush the mixture onto the slices.

Step 6

Bake until the cookies are golden brown, 20 to 25 minutes, switching and rotating the baking sheets about halfway through. Let cool on the baking sheets for about 5 minutes, then transfer to a wire rack and let cool completely, about 30 minutes.