Preheat oven to 325 degrees F. Line a cookie sheet with parchment paper or spray with nonstick cooking spray.
In a bowl, mix together flour, sugar (or Splenda), baking powder, lemon zest and almonds. Make a well in the center.
In another bowl, whisk eggs, oil, vanilla, and almond extract. Pour into well and mix until a soft, sticky dough forms.
Divide dough in half. Shape into two rolls about 10 inches long. Place about 2 inches apart on prepared cookie sheet. Bake in preheated oven for 20 minutes.
Cool on sheet for 5 minutes, then cut into slices 1/2 inch thick. Return to sheet and bake for 10 minutes. Turn slices over and bake for 10 minutes more. Immediately transfer to wire racks.