Preheat the oven to 325 degrees F. Line a baking sheet with parchment paper and set aside.
In a large bowl, beat the butter and sugar together until it is light and fluffy, about 2 minutes. Add the eggs and beat until combined. Next, add the almond and vanilla extract, followed by the orange zest, orange juice and Grand Marnier.
Sift the flour, baking powder and baking soda on top of the wet mixture. Mix all the ingredients together until almost combined. Near the end of mixing, fold in the chopped almonds. The dough will be a bit stiff, but don't worry, this is what you want.
Dump the dough out onto the parchment-lined baking sheet and form the dough into one long log. It should be about 30 cm (12 inches) long, 12 cm (5 inches) wide, and 2.5 cm thick (1 inch). Bake the dough in the center of the oven for 30 minutes. After 30 minutes, the top should be hardened and firm to the touch and the bottom should be golden brown.
Remove the cookie from the oven and let it cool on the counter for 15-20 minutes. After the cookie has cooled, use a serated knife to slice the cookie (widthwise) into 2 cm think slices (just less than 1 inch). Arrange the cookies cut side down on the parchment-lined baking tray and bake for 5-6 minutes per side, or until golden brown and hard.
Note: if the biscotti are not fully hardened after this stage, turn off the oven and open the oven door a crack. Leave the biscotti on the tray in the oven to cool completely. The residual heat from the oven will continue to cook and dry-out the biscotti perfectly.
Once the biscotti have cooled completely, serve them with a nice cup of espresso or tea. Enjoy!