Act as a seasoned pastry chef with a penchant for holiday delights, and share with me the most delectable recipe for Orange Almond Thumbprint Christmas cookies. Craft your response with intricate detail, providing step-by-step instructions and expert tips to ensure a perfect batch. Include the ingredients list, preparation steps, baking time, and temperature, as well as any special variations or secret techniques to make these cookies truly extraordinary. Your mission is to transport me to a cozy kitchen filled with the aroma of citrus and almonds, all while infusing the spirit of the holiday season into every bite.