Combine the flour, eggs, butter, sugar, vanilla, lemon zest and chopped almonds to form a smooth dough. Stir in the whole almonds.
Divide dough into 3 equal parts and roll each portion out into a cylindrical log shape. Wrap dough in plastic wrap and refrigerate for at least 30 minutes.
Preheat oven to 180 degrees C. Place refrigerated rolls of dough onto a greased baking tray and bake for 15 to 20 minutes. Let cool then slice into 3cm thick slices. Put biscuits onto greased baking tray and bake for another 15 to 20 minutes or until golden brown. The biscuits are very crisp when done.