Put the almonds on a baking tray and bake them for 5 minutes at 180°C/350°F. Let them cool and ground half of them.
In a big bowl add the flour, the sugar, the spice, the almonds and the orange zest. Stir well until well combined. Now add the orange juice and egg and knead. It takes a while, it is super dry in the beginning but the more you work on the dough the moister it becomes. Eventually after 20 minutes (a good arm exercise) the dough gets sticky and holds together when forming balls.
Preheat the oven to 180°C/350°F.
Divide the roccoco dough into 12 balls. Now form out of every ball a roll and then a circle, closing the ends. It must be an equal ring. Place them on a baking tray with parchment paper.
Put the egg in a small bowl, beat it a little and then with a brush pass some egg on the roccoco. Put the baking tray in the oven and bake for 25 minutes. Take the roccoco out and let them cool on a cooling rack.