Prepare almonds: Preheat the oven to 350°F (175°C) and place almonds on a baking sheet lined with parchment. Toast on the oven until fragrant, 15-20 minutes. Remove from oven and finely chop.
Meanwhile make the dough: Combine flour, sugar, baking powder, cocoa and cinnamon in a bowl. Stir in chopped almonds and orange zest.
Make a well in the center and pour in coffee and milk, whisking slowly. Keep mixing and kneading until you get a lump of dough without any dry patches. (If you have crumbs of flour that won’t stick add 1 tbsp of coffee or milk. If it's too sticky add more flour.) You want a stiff lump of dough that isn’t sticky or dry.
Divide dough into 4 parts. Dust your fingers with flour and roll each one into a thin log, about 10 x 1 inch (25 x 2,5 cm) long. Cut each one on the diagonal into about 1-inch (2.5 cm) shapes. Place them on a lined baking sheet about 1/2 inch (1 cm) apart.
Bake at 350°F (175°C) for 12-15 minutes, just until they are set and dry to the touch, but still soft (if you press one it has to indent).
Remove from oven, allow to cool to room temperature and dust with powdered sugar. Store in an airtight container for up to 2 weeks (possibly more but they never last that long for us).