Beat eggs at high speed with an electric mixer until foamy; gradually add sugar, beating well. Add oil and vanilla, beating until well blended.
Combine flour and next 3 ingredients; stir into egg mixture until smooth. Stir in almonds.
Divide dough in half; shape each portion into a 10- x 3-inch log on a lightly greased baking sheet.
Bake at 350° for 50 minutes.
Cut each log crosswise into 3/4-inch-thick slices with a serrated knife. Place slices on baking sheets.
Bake at 275° for 20 minutes. Remove to wire racks to cool.