Preheat oven to 350 degrees F. While oven is preheating, toast your almonds on a baking sheet until golden brown and fragrant. Roughly chop the toasted almonds.
Warm eggs (in hot water, uncracked) until lukewarm.
Then mix the eggs with the sugar in a stand mixer on high speed until at least doubled in volume (about 5 minutes). It should form very thick ribbons when the beater is lifted. Gently fold in vanilla and Cognac (and almond extract if using).
Sift combined flour, salt, and baking powder over batter and fold in. Fold in nuts.
Form into two "loaves" on a cookie sheet, about 3-4 inches wide and 1 inch tall. (Helps to use wet hands.)
Bake at 350 for about 20 minutes (until loaves just spring back). Let cool a bit (or all the way).
Cut into 1/2-inch-thick slices, and put the slices on their side on 2 cookie sheets, and put sheets into a turned-off 350 oven until they are dry and crisp. (You can leave them in as long as you want since oven is off.)