Cover the almonds with boiling water, drain and let dry thoroughly (preferably overnight). Grind very finely.
Combine the ground almonds, powdered sugar, lemon zest and 6-8 tablespoons water and knead until combined. Shape into small balls, roll in the pine nuts and bake in a preheated oven at 200°C (approximately 400°F) for 10-20 minutes, until golden brown. Store in an airtight container.