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Preheat oven to 350 degrees F. Line a cookie sheet with parchment paper.
Sift dry ingredients into a large mixing bowl. Make a depression in the middle and add the nuts and wet ingredients. Mix together by hand with a sturdy spatula until you have a ball of sticky dough.
Wet your hands and pick up the ball of dough (you may also break it into two balls of dough for easier handling). Holding the dough up, form it into a large log (that's easier than rolling it out - this dough is VERY sticky). Place the log(s) onto the parchment paper and flatten it out to about 3/4" thick for even baking.
Bake for 30 minutes on the center rack. Remove from oven and allow to cool for 10 minutes.
Reduce oven temperature to 325 degrees F. Use a serrated bread knife to cut the loaf into 3/4" to 1" slices. Place the slices on their sides back on the parchment paper. Bake for 10 minutes. Turn the slices over and bake for another 10 minutes. Allow to cool and serve with coffee or store for up to a week.
I also like to sprinkle turbino sugar (a.k.a. "sugar in the raw") on top just after flattening out the dough.
Biscotti dough is pretty dry. If it's too dry, add a tsp of vanilla and/or almond extract.
I'm still tweaking this recipe. I may try it with 1/2 or 3/4 Tbsp of baking powder as it turned out a little more fluffy than I prefer, and I may add an extra egg to make it slightly less likely to crumble in the all important slicing stage.
If you don't have anise extract, you might try Pernod, Ouzo, Ricard or other anisette liquor.