Preheat oven to 325 and line a baking sheet with parchment.
In a large bowl, whisk together flour, cornmeal, baking powder, and salt.
In a mixing bowl, beat the sugar and eggs until pale yellow and fluffy, about 3 minutes.
Mix in orange and lemon zest.
Mix in the flour mixture and beat until just blended. The dough will be soft and sticky.
Mix in the almonds. Let stand for 5 minutes. Using a rubber spatula, transfer the dough to the prepared baking sheet, forming two equal mounds spaced evenly apart.
Moisten your hands with water and shape the dough into two 11 x 4-inch long logs.
Bake until the logs are lightly browned (about 45 minutes).
Cool for 5 minutes, then with a serrated knife, cut the logs crosswise into 1/2-inch thick diagonal slices.
Arrange the biscotti cut side down on the same baking sheet, and bake until the cookies are pale golden. About 25 minutes. Let cool before serving.