Preheat oven to 350°. Grease a 12-cup muffin pan and set aside.
Stir together almonds, powdered sugar, cocoa, orange zest, 3 tbsp. butter, 1 egg white, and 1 tbsp. water in a medium bowl. In another bowl, whisk remaining egg white with granulated sugar until medium peaks form; fold into cocoa mixture. Spoon mixture into prepared muffin cups, dividing evenly.
Bake until tops look dry, 10 to 12 minutes. Let cool 5 minutes, then turn out of pan.
Meanwhile, microwave remaining 1 tbsp. butter with chocolate in a small bowl until melted. Drizzle over warm cookies.