Roast nuts on baking sheet until they are fragrant and begin to color, approx. 15 minutes.
Use rolling pin to crush nuts into medium sized pieces. (If you prefer, you can chop the nuts.)
Using mixer on speed, barely cream together butter and sugar.
Beat in eggs and liqueur.
In medium mixing bowl, combine nuts, flour, cornmeal, baking powder, salt, and fennel seeds.
Add nut mixture to butter mixture.
Mix on low speed until homogenous.
Make loaves
Divide dough into 4 equal pieces.
Roll each piece into a log the length of the baking sheets. Dough should be cold enough to handle without difficulty, although you may need to dust counter or pastry cloth with flour if logs begin to stick.
Spread thin layer of oil on baking sheets.
Place logs on baking sheets, 2 logs per sheet.
With fingers, flatten loaves to about ¾" high.
First bake
Bake loaves until slightly brown and firm on surface but yielding to light pressure, approx. 30-40 minutes.
If loaves are browning unevenly, rotate pans.
Do not underbake, or baking powder will not cause dough to rise enough and cookies will be hard and dense rather than crisp with a coarse texture.
Let loaves cool completely. (If loaves are still warm when you cut them, they will crumble.)
Second bake
Transfer loaves to a cutting board.
Using a serrated knife, cut loaves into slices ½ to ¾ inch thick. Cut straight across the loaves, perpendicular to the long axis.
Place slices, cut sides down, on pizza screens and bake until slices begin to brown, approx. 15 minutes.
Cool completely on pizza screens, then store in airtight container.
Notes
Adapted from The Zuni Cafe Cookbook, by Judy Rodgers.