Line an 8x11-inch baking dish with plastic wrap, allowing ends to hang over the sides. Place 1 sheet of 8x10 wafer paper in the bottom of the pan. Keep the roasted almonds and pistachios in a warm place until ready to add at the end. This makes it easier to mix them in.

Pour honey into a heavy-bottomed pot. Add sugar. Mix and stir over low heat with a spatula, stirring constantly until mixture turns from grainy to silky and smooth, about 30 minutes. Remove pot from heat.

Place the egg whites in a mixing bowl; add a pinch of salt. Whisk until whites form soft peaks, 3 to 4 minutes. Place pot back on low heat. Gradually whisk about a quarter of the whipped egg whites into the honey/sugar mixture; whisk in the remaining egg whites in 3 more batches.

Continue cooking over low heat, stirring constantly with a spatula until mixture turns a brighter white and a ribbon of the mixture does not immediately incorporate back into the rest of the mixture and stays intact on the surface for a while. This will take about 40 minutes. You can add a few drops of the mixture into a small bowl of ice cold water to test the consistency; ideally it should feel like soft clay.

Whisk in vanilla and lemon zest. Add warm almonds and pistachios and stir to incorporate evenly.

Transfer mixture to prepared baking dish. Even out as best you can with a clean oiled spatula. Top with 2nd sheet of wafer paper, shiny side up. Cover with plastic wrap and press down evenly, tamping mixture down gently but firmly. Remove top layer of plastic.

Allow torrone to sit at room temperature until cool, firm, and ready to cut, 1 or 2 hours. Lift torrone from baking dish with the edges of the bottom layer of plastic wrap. Invert and remove plastic from the bottom. If the plastic wrap is difficult to remove from the edges of the torrone, you can trim off the edges.

Cut torrone into 1-inch squares using a sharp serrated knife.