Preheat oven to 350°F. Toast almonds on a rimmed baking sheet, tossing once, until golden, 5–8 minutes; let cool.
Pulse almonds, lemon zest, and 1/4 cup powdered sugar in a food processor until finely ground. Whisk egg white and salt in a large bowl to medium peaks. Whisking constantly, gradually add 1/4 cup powdered sugar; whisk until egg white is very stiff but not dry. Fold in almond mixture and vanilla. Drop heaping tablespoonfuls of batter onto a parchment-lined baking sheet; using wet hands, flatten tops and press sides to make rounded diamond shapes. Chill 30 minutes.
Bake ricciarelli until edges are lightly golden and firm and centers are still a little soft, 10–12 minutes; let cool on baking sheet. Dust with powdered sugar.
