Combine the flour, eggs, margarine, sugar, vanilla, lemon zest and chopped almonds to form a smooth dough. Stir in the whole almonds.
Divide dough into 3 equal parts and roll each portion out into a cylindrical log shape. Wrap dough in plastic wrap and refrigerate for at least 30 minutes.
Preheat oven to 175 degrees C (350 degrees F). Place refrigerated rolls of dough onto a greased baking tin and bake for 15 to 20 minutes. Let cool then slice into 1.5cm thick slices. Put cookies onto greased baking tin and bake for another 15 to 20 minutes or until golden brown. The cookies are very crisp when done.