Step 1: Prepare the Crust. Start by preheating your oven to 350°F (175°C). Line your 9x9-inch baking pan with parchment paper, leaving some overhang for easy removal later. In a large mixing bowl, whisk together the blanched almond powder, all-purpose flour, sugar, and salt.
Step 2: Incorporate Butter. Add the chilled, cubed unsalted butter to the flour mixture. Using a pastry cutter or your fingertips, work the butter into the dry ingredients until the mixture resembles coarse crumbs.
Step 3: Add Egg Yolk and Water. In a small bowl, combine the egg yolk, water, and vanilla extract. Pour this mixture into the flour mixture and stir until just combined. Do not overmix; you want the dough to be slightly crumbly.
Step 4: Press into the Pan. Transfer the dough into the prepared baking pan and press it evenly across the bottom. Use a fork to poke holes all over the crust to prevent bubbling. Bake for 15-20 minutes or until lightly golden.
Step 5: Prepare the Topping. While the crust is baking, prepare the topping. In a medium saucepan, melt the 4 tablespoons of unsalted butter over medium heat. Once melted, stir in the sugar, dark honey, orange zest, sea salt, and vanilla extract. Cook until the sugar is dissolved and the mixture is smooth.
Step 6: Add Sliced Almonds. Remove the saucepan from the heat and fold in the sliced almonds, ensuring they are well coated with the honey mixture.
Step 7: Assemble and Bake Again. Once the crust is done baking, remove it from the oven and carefully pour the almond topping over the hot crust. Spread it evenly. Return the pan to the oven and bake for an additional 20-25 minutes, or until the topping is golden brown.
Step 8: Cool and Slice. Let the Almond Honey Squares cool in the pan for at least 30 minutes. Use the parchment paper to lift them out and place them on a cutting board. Slice into squares and enjoy!