In a mixing bowl, combine the self-rising flour, sugar and salt. Stir to mix, then add the chopped almonds and mix again.
Add the eggs and vanilla extract and knead the dough (by hand or with a mixer using dough hooks) until it comes together into a firm dough. It can still be a little sticky, that’s fine.
Shape the dough into a log about 2-2.5 inches (5-6 cm) thick. Divide it into two pieces if needed to fit your baking tray or cookie sheet. Place the logs on a baking sheet lined with parchment paper and press them down slightly.
Bake the logs for 20-25 minutes at 320°F/160°C (conventional oven), or until the edges start to turn golden brown.
Remove the baking sheet from the oven and, using a sharp serrated knife, cut the logs into slices. This is easiest when placed on a cutting board. If the dough is too soft to cut, let it rest for 5 minutes. But don’t wait too long, or you won’t be able to slice them cleanly.
Place the slices back onto the parchment-lined baking sheet and bake for the second time for 15 minutes at 285°F/140°C (conventional oven).
How to store
Store these Italian cookies in an airtight tin or cookie jar for up to 4 weeks. That’s why they’re often baked in large batches! This recipe makes about 50 cookies, but you can easily halve it if you prefer a smaller batch.