In a bowl, combine the grated hazelnuts, grated almonds, egg, sugar, orange zest, and cinnamon. Mix well until the mixture forms a malleable paste. Shape the mixture into walnut-sized balls with damp hands and place them on a baking tray lined with baking paper.
Bake at 180°C (356°F) for 25 to 30 minutes, until the surface is slightly cracked.
You can vary the recipe by using other types of nuts instead of or in addition to the hazelnuts and almonds.