1. To prepare cookies, combine first 4 ingredients in a medium saucepan over medium heat; cook 3 minutes or until sugar dissolves, stirring constantly (do not boil). Pour sugar mixture into a large bowl; cool to room temperature. Add coffee and egg to sugar mixture, stirring with a whisk. Stir in almonds and orange peel.
2. Weigh or lightly spoon flour into dry measuring cups; level with a knife. Combine flour and next 6 ingredients (through salt) in a medium bowl. Add flour mixture to sugar mixture, stirring to form a stiff dough. Turn dough out onto a lightly floured surface; knead 1 minute or until well combined. Wrap dough in plastic wrap; refrigerate at least 24 hours.
3. Preheat oven to 325°.
4. Cover two large baking sheets with parchment paper. Divide dough into 4 equal portions. Working with 1 portion of dough at a time, roll dough into an 8 x 6–inch rectangle. Cut each rectangle into 16 (3 x 1–inch) bars; place bars 1 inch apart on prepared baking sheets. Bake at 325° for 20 minutes or until firm. Remove from pans; cool on wire racks.
5. To prepare glaze, combine powdered sugar and remaining ingredients in a small bowl, stirring until smooth. Drizzle glaze over warm cookies.