Preheat the oven to 350F and line two baking sheets with parchment paper.
Move one of the oven racks to the center of your oven.
In a large mixing bowl combine the almond flour, sugar, orange zest, salt, almond extract and vanilla extract and whisk to combine. Set aside.
To a clean and dry medium mixing bowl add the egg whites. Use a hand mixer with the whisk attachment to whip the egg whites, starting on low speed and gradually increasing the speed, until they form stiff peaks - this can take 7-10 minutes.
Use a spatula to gently transfer the whipped egg whites to the bowl with the almond flour mixture. Gently fold the egg whites into the almond flour mixture, gently mixing until the egg whites are fully incorporated and the dough is a paste-like consistency.
Scoop about 2 tablespoons per cookie and roll each into a ball. Roll each cookie ball in the sliced almonds, pressing gently so the almond slices stick to the cookie and then place each cookie ball on the baking sheet. Once all cookies are rolled and on the baking sheets, flatten each cookie a bit with your hands or the back of a spoon (put a little oil on the back of the spoon so it doesn't stick to the cookies).
Bake each batch of cookies for 12-15 minutes or until the cookies are lightly golden brown around the edges and set. Let cookies cool on the baking sheet for 10 minutes and then transfer to a wire cooling rack to cool completely.
Once the cookies are fully cooled, lightly dust with icing sugar.
Notes
You can make these into sandwich cookies too! Once fully cooled, spread cream cheese icing on the inside of one of the cookies and then top with another cookie to make a sandwich cookie. Repeat with all the cookies if desired.