Preheat oven to 350°.
Combine first 5 ingredients in a large bowl; beat at medium speed of a mixer until well-blended. Combine flour and next 7 ingredients (flour though nutmeg); gradually add to sugar mixture, beating until well-blended.
Turn dough out onto a lightly floured surface; knead lightly. Shape dough into 2 (12-inch-long) rolls. Place rolls on a baking sheet coated with cooking spray; flatten to 1-inch thickness.
Bake at 350° for 20 minutes. Remove rolls from baking sheet, and let cool 10 minutes on a wire rack.
Cut each roll into 24 (1/2-inch) slices. Place slices, cut sides down, on baking sheet. Bake at 350° for 10 minutes. Turn cookies over, and bake an additional 10 minutes (cookies will be slightly soft in center but will harden as they cool). Remove cookies from baking sheet, and let cool completely on wire rack. Drizzle each cookie with Orange Marmalade Frosting.
Star of David Mandelbrot: To construct the Star of David, you'll need varying lengths of biscotti. For this, divide dough into 3 equal portions, then shape each portion into a quadrilateral that is 9 inches at the bottom, 4 inches at the top, and 12 inches on each side. Bake as directed in step 4 above. Beginning at the 9-inch bottom, cut each portion into 1/2-inch-thick slices, then bake as directed in step 5 above. Frost and let stand 10 minutes. To assemble the star, begin with the 3 longest pieces of biscotti, and form a triangle, which is the base of the star. Continue to stack biscotti, using the longest pieces first. You will have enough biscotti to make 1 large star with 6 layers. Serve remaining biscotti on a tray.
Note: Make biscotti up to three weeks ahead and freeze.