Step 1Line a baking sheet with parchment and set aside.
Step 2In a bowl, sift together the flour and salt.
Step 3In the work bowl of a stand mixer, combine the butter, sugar, orange zest and lemon zest and beat at medium-high speed until fully incorporated and light and fluffy, 3 to 5 minutes. Add the eggs one at a time, then the vanilla and almond extract and mix well, stopping occasionally to scrape down the sides of the bowl. Add the flour mixture, ground almonds and chopped almonds to make a dough that will be a bit sticky and loose.
Step 4Turn the dough onto the lined baking sheet and form the dough into a half-cylinder log about 12 inches long, 3 3/4-inches wide at the base and 1 1/2-inches tall.
Step 5Freeze the log overnight.
Step 6Heat the oven to 325 degrees. Bake the frozen cylinder until mostly firm in the center of the log but not too dark — it should give a little but appear fully cooked — about 65 minutes.
Step 7Cool the log for 30 minutes and while still warm and soft, cut the log crosswise into 3/4-inch thick slices. If the pressure of the knife causes the log to crush when you start to slice it, it is underbaked; return it to the oven to complete baking and cool again before attempting to slice. If it crumbles when you start slicing, it has cooled too much. Return the log to the oven for 10 minutes or so to soften and let cool slightly before attempting to slice again.
Step 8Place each slice on its side and bake until just firm, about 40 minutes. They will dry out slightly as they cool.