Put biscuits into a zip lock bag and finely crush them with a rolling pin (or mortar and pestle). Set crushed biscuits aside.
Using a mixer, beat together egg and sugar until smooth, about 1 minute. Add butter, vanilla and cocoa powder. Beat until smooth and creamy.
Add crushed biscuits and almonds; mix well.
Lay out a sheet of cling film wrap on a dry surface. Spoon the biscuit mixture into a line, about 2 inch thick.
Roll the cling film around the biscuit mixture and form into a log shape. Make sure the cling film is firmly wrapped around the biscuit mixture.
Refrigerate for 10 hours. When they are ready; unwrap the cling film and slice the rolls into 1/2 inch slices. Store them covered in the fridge. Serve with black tea.