Heat oven to 350°F. Coat a large baking sheet with nonstick cooking spray.
Combine flour, cocoa, baking powder and salt in a bowl. Beat butter and sugar in second bowl until creamy, 2 minutes. Stir in eggs. Add vanilla. Stir in flour mixture, then almonds. If dough is crumbly, add milk.
Using floured hands, gather dough into a ball. On a floured surface, shape into two 12-inch-long logs. Flatten to 2-1/2-inch width. Place on prepared baking sheet.
Bake at 350°F for 30 to 35 minutes. With two spatulas, transfer logs to wire rack to cool for 20 minutes.
With serrated knife, cut each log diagonally into 3/4-inch-thick slices. Return to baking sheet. Bake 30 to 35 minutes more or until cookies are crisp and firm to touch. Transfer to wire rack to cool. Store in airtight container for up to 2 weeks.