Preheat oven to 350°F (180°C) and prepare two baking sheets by lining them with parchment paper. This ensures your cookies won't stick and allows for easy cleanup.
In a food processor, combine the oats and almonds and pulse until they reach a coarse meal-like consistency, approximately 15 pulses. Meanwhile, in a heavy-bottomed saucepan over medium heat, melt the butter. Once melted, add the granulated and brown sugars. Stir constantly until the sugars dissolve completely. Remove the pan from the heat and stir in the oat-almond mixture along with tapioca flour, orange zest, vanilla, and salt.
Using a spoon, dollop the batter onto the prepared baking sheets in scant 1-tablespoon portions, making sure to space them about 2½ inches (6 cm) apart. Stir the batter frequently to keep it well combined. With slightly dampened hands, gently press down on each portion to flatten them into disks about ¼-inch (6-mm) high, smoothing out any rough edges.
Place the baking sheets in the oven, one at a time, and bake the cookies until they turn a dark golden brown and spread into thin rounds, approximately 10 minutes. Once baked, transfer the parchment paper with the cookies onto wire racks to cool completely. This allows them to crisp up nicely. Store your delicious Zesty Almond Oatmeal Cookies in an airtight container at room temperature for up to 5 days.