Cream butter in a large mixing bowl; add sugar, and beat until light and fluffy. Add milk and orange rind; beat until well blended.
Sift together remaining ingredients, except almonds, in a medium mixing bowl. Gradually add to creamed mixture, beating well. (Use additional milk, if necessary.)
Divide dough in half; press each portion to 1/2-inch thickness on a greased cookie sheet. Cut each portion into 10 rectangles, and press 4 almonds into each rectangle. (Wooden cookie molds may be used to press dough into assorted shapes, omitting almonds.)
Preheat oven to 425° for 7 minutes; reduce heat to 325°, and bake cookies for 25 minutes. Cool slightly on cookie sheets. Remove to wire racks to cool completely. Break cookies apart, and store in airtight containers.
The dough is very wet, but don't be tempted to add more flour or the cookies will end up being too dry. Also, instead of dividing the dough into two portions, you can go ahead and press all of the dough into a rectangle on the greased cookie sheet and cut into 20 rectangles as the recipe directs.