Heat oven to 350 degrees F. Butter and flour 2 cookie sheets; set aside.
Beat flour, ground almonds, sugar, eggs, rum, liqueur, vanilla extract, cinnamon
and baking powder until well blended with a wooden spoon. Stir in walnuts and whole
almonds. The dough should be soft and a bit sticky, but should hold its shape when
picked up. If it is too runny, add a bit more flour. Form half the dough into a
tube about the size of a paper towel roll. Place on cookie sheet, making sure it
does not touch edges. Repeat with remaining dough.
Bake for 45 minutes to an hour until
golden brown and firm. They will spread during baking. Remove to wire rack, let
cool about 15 minutes.
Carefully loosen from sheet with a spatula. Let stand on cutting board until
nearly room temperature. Cut each roll into slices about 1 inch thick. Place, cut
side up, on the cookie sheets and return to oven to dry, about 15 minutes.