Preheat oven to 350°F. Grease a sheet pan.
In a large bowl, beat egg, egg yolk, and sugar until pale. Add olive oil, vanilla, and anise and whisk until combined.
In a medium bowl, stir together flour and baking soda.
Add dry ingredients to egg mixture, and mix just until moistened. Add almonds, and stir until combined.
On the prepared pan, shape dough with damp hands into a 9 1/2 x 3 inch rectangle.
Bake until lightly browned on the bottom, about 20 minutes.
Let cool slightly. With a serrated knife, cut into 1/8 inch slices. Return to sheet pan and toast on each side until lightly browned, 5 to 7 minutes per side.
Cool completely on wire racks before serving.
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