Biscotti get their dry, crisp texture from a second baking. They are delicious dipped in coffee or dessert wine.
Heat oven to 350 degrees. Spread hazelnuts on a baking sheet and toast 10 to 15 minutes, until they give off a nutty aroma and skins begin to blister. Shake pan occasionally. Let cool, then rub nuts vigorously between a kitchen towel to remove most of the skins. Coarsely chop half of them; set all aside.
In the bowl of an electric mixer, combine flour, sugar, baking powder, anise seeds, zest, and salt. Beat together eggs, yolks, and vanilla. Add to dry ingredients, and mix until a sticky dough is formed. Work in chopped and whole nuts.
Turn out onto a well-floured board, and divide into two portions. With floured hands, roll into logs about 12 inches long, and transfer to a greased and floured baking sheet. Bake until golden brown and firm to the touch in the center, 25 to 30 minutes. Remove from oven, and let stand until cool enough to handle. Reduce oven temperature to 275 degrees.
Using a serrated knife, slice logs on an angle into bars about 1/2 inch thick. Return to cookie sheet cut side up, and bake until lightly toasted and hard, 15 to 20 minutes. Let cool completely. Biscotti will keep for several weeks in an airtight container.
Biscotti get their dry, crisp texture from a second baking.