Grease two baking trays. Preheat oven to 400 degrees F (205 degrees C).
In a large bowl, cream the butter or margarine with a wooden spoon until soft, but not oily. Add the sugar, and continue beating until light and fluffy. Beat in the egg. Sift and add the flour. Add in the grated lemon rind and the almonds.
Form the mixture into three rolls, each about 1/5 inch wide. Cut these into 4 inch long pieces, and form them into 'S' shapes.
Place on baking trays. Bake for about 12 minutes, or until risen and pale brown. Cool for a few minutes, then transfer to a wire rack.