Mix the flour, orange zest and salt in a bowl. Add the butter and rub together using your hands to form an even, crumbly mixture, then mix in the almonds. Beat the egg white and icing sugar, add to the bowl, mix quickly to form a soft dough, flatten a little, cover and chill for approx. 1 hr.
Roll out the dough between a cut-open plastic bag to a thickness of approx. 5 mm, cut into approx. 3 x 4 cm rectangles, place on two baking trays lined with baking paper.
Approx. 10 mins. per tray in the centre of an oven preheated to 200°C. Remove from the oven, allow to cool slightly, then leave to cool completely on a rack.
Mix the icing sugar with as much of the reserved blood orange juice as it takes to produce a thick icing. Dip the cookies halfway into the icing, leave to dry on a rack.