Sift together the flour, sugar, baking powder, baking soda, salt, and orange zest.
Cut the cold butter into the flour until it resembles bread crumbs.
In a small bowl, whisk together the egg and almond extract, then mix into the flour mixture.
Add in the chopped nuts and citrus peel.
Bring the mixture together, divide in two, and shape into logs, about 20-25cm long. Cover with cling film, and refrigerate for at least 30 minutes.
Preheat oven to 165°C (325°F) convection. Bake the biscotti for about 20 minutes, or until set.
Remove the biscotti from the oven, and allow to cool, but not completely. Cut into slices, using a serrated knife, and arrange them back on the baking sheet.
Reduce the heat in the oven to 110°C (240°F), convection, and bake until crisp, turning halfway through baking. It will take about 45 minutes to 1 hour.
Notes
*You can also shape the mixture into two narrow logs, about the same length. It'll spread while baking, making twice as many small biscotti.