Pulse the almonds and cashews in a food processor until finely chopped. Add the dates, lemon juice and lemon zest. Pulse until all ingredients are combined and evenly sized.
Pour the mixture between two sheets of plastic wrap. Use your hands to press and form the mixture into a compact rectangular shape. Wrap the plastic wrap around it and refrigerate for 2 hours. This will allow it to firm up and make it easier to cut into bars.