Preheat your oven to 350ºF (180ºC). Line a sheet pan with parchment paper.
Combine the flour, sugar, baking soda, salt, cinnamon, and fennel in a deep bowl. Whisk to blend.
Stir in the almonds.
Reserve 1 tablespoon of egg in a small bowl. Add the remaining egg and vanilla to the flour mixture. Stir with a wooden spoon until just combined. Don’t worry that the dough looks dry. Using your hand, knead it a few minutes until it comes together (I promise it will, even if it seems finicky at first).
Divide the dough into 4 equal pieces. Shape them into 5 ½-inch by 2-inch (14-cm by 5-cm) rectangles. Brush the loaves with the reserved beaten egg. Bake for 25 minutes. Remove tray from oven, and let biscotti rest for 10 minutes.
Slice into ¼-inch to ½-inch thick cookies (a serrated knife is sometimes more helpful here). Transfer the biscotti back to the sheet pan, arranging them in a single layer. Bake for 15 minutes, turning halfway through, until cookies are dried out a bit.
Transfer biscotti to a wire rack, and let cool completely before storing in an airtight tin. They’ll continue to harden as time goes by. These are a wonderfully, sturdy cookie that will keep for a couple of months, and perfect for shipping during the holidays.