Heat the oven to 350 degrees Fahrenheit.
In the bowl of your stand mixer or in a large bowl, combine the yeast with 1 cup warm water.
Add the flour, shortening, salt, black pepper, and almonds and stir to combine the ingredients.
Using the dough hook of your mixer or your hands, knead the dough until it is smooth and elastic.
Cover the bowl and let the dough rest for 15 minutes.
To shape the taralle: Grab about as much dough as will fit easily in the palm of your hand when closed.
Roll the dough out into a rope 7 inches long.
Twist the rope a few times and then join the two ends, pinching them, so that you have a circle.
Put the circle on a baking sheet and continue shaping the remaining dough in the same manner.
Bake the taralle until golden and hard, 40 to 45 minutes.
Remove them to a cooling rack.
When completely cooled, store airtight.
Variation: For the more traditional fennel-flavored taralle, replace the black pepper and almonds with 1/4 cup whole fennel seeds.