Sift together flour, icing sugar, salt and baking soda into a large bowl.
Stir ground and chopped almonds into flour mixture.
Using a spoon or your hands, stir in oil and vanilla until mixture forms a soft ball of dough.
Pinch off teaspoonfuls of dough and roll into small balls. Place on baking sheet and flatted slightly. Alternatively, to get a uniform shape, you can mould the dough in a bottle cap. Line the cavity of a bottle cap with cling wrap and press dough into the cavity until it is level with the top of the cap. Pull out the cling wrap to release the dough. Place moulded cookie onto a baking tray.
Brush cookies with egg/ milk wash and bake at 170C for about 15 minutes until the cookie tops have dried out and the bottoms are golden brown.