Preheat oven to 350. Heat butter in a saucepan over medium-high heat until lightly browned, about 3 minutes. Immediately pour into a bowl, and stir in orange zest and rosemary. Let cool.
Combine flour, cornmeal, granulated sugar, baking soda, and salt. Beat in 2 eggs, the vanilla, and the butter mixture. Stir in almonds.
Dampen hands, and form dough into a 13-by-2-inch log. Set on a baking sheet lined with parchment. Combine remaining egg with water. Brush dough with egg wash, and sprinkle with sanding sugar. Bake, rotating sheet once, until golden brown, 25 to 30 minutes. Transfer to a wire rack to cool.
Reduce temperature to 200. Using a serrated knife, cut log on the diagonal into 1/4-inch-thick slices. Arrange slices on parchment-lined baking sheets. Bake, rotating sheets once, until dry and crisp, about 1 hour. Let cool. Biscotti can be stored in an airtight container at room temperature for up to 3 days or in the freezer for up to 1 month.