1. Preheat oven to 350°.
2. Place 2 cups almonds in a food processor; process until finely ground. Add sugar, lemon rind, salt, and egg; pulse 10 times or until dough forms a ball.
3. Shape dough into 24 balls, about 1 tablespoon each. Place 1 inch apart on baking sheets coated with cooking spray. Sprinkle evenly with cinnamon. Gently press one whole almond into the center of each dough ball. Bake at 350° for 16 minutes or until edges are golden brown. Cool 5 minutes on pans. Remove from pans; cool on wire racks.