To make the biscotti, preheat the oven to 325 degrees. In a large bowl, whisk the eggs, sugar, oil, vanilla extract, and zest together until smooth.
In a medium bowl with a clean whisk, combine the flour, baking powder, salt, and nutmeg. Add the dry ingredients to the wet ingredients in the large bowl, mixing until just combined. Add the walnuts. Mix with a wooden spoon until the dough pulls away from the sides of the bowl. The dough will be very sticky.
On a parchment-lined sheet pan, form the dough into one 5-inch wide, 1/2-inch tall, 14-inch long log. Bake until firm to the touch, about 20 minutes. Let cool for 10 minutes, then slice at an angle into 1-inch-wide pieces. Lay the pieces out on a sheet pan with fresh parchment paper and return to the oven for 15 to 20 minutes to finish cooking and dry out. They should be crunchy. Undipped biscotti may be kept in an airtight container for up to 3 weeks.
To make the ganache, in a large saucepan, bring the heavy cream to a low boil over medium heat. Turn off the heat and add the chocolate, salt, and vanilla extract. Whisk gently and set aside for about 10 minutes, allowing the chocolate to melt. Whisk again, this time until the ganache is smooth. Allow to cool slightly before dipping.
Set a wire cooling rack over a parchment-lined sheet pan. Dip the cooled biscotti into the ganache halfway. Allow the excess ganache to drip off, then set over the wire rack. After the ganache has set slightly, transfer to a sheet pan lined with fresh parchment paper to cool completely before serving.