In a large bowl, toss the almonds with the oil. Spread out on a sheet pan lined with parchment paper and bake for 10 minutes.
Meanwhile, in the same bowl, combine the rosemary, cayenne, salt and pepper.
Remove almonds and toss with the herbs and spices. Return to sheet pan and bake for an additional 6-8 minutes. Make sure the nuts do not burn. Cool and serve.