Preheat the oven to 325F; line 2 large baking sheets with silpat liners or parchment paper.
Cream together the cream cheese and sugar in a large bowl, and then beat in the egg, vanilla, orange zest, and almond extract. Stir in the flour, salt, and baking soda. Fold in the chocolate chips and almonds. Cover the bowl and transfer the dough to the fridge until chilled, about 15 to 20 minutes.
Scoop the dough into 1 1/2-tablespoon-sized balls and arrange them on the prepared baking sheets. Bake 10 minutes, rotating the trays once (when they’re done, the cookies will be golden on the bottom, but still look a touch doughy in the center). Let the cookies cool completely on the trays before using a thin metal spatula to remove.
Once the cookies are cooled, make the filling.