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Step 1
Take phyllo out the fridge 2 hours before you start cooking.
Step 2
Put sugar, water and lemon juice in a saucepan and bring to boil over medium-high heat. Cook for 5 minutes and remove from the heat. Transfer syrup to a measuring cup and let it cool down in the fridge for about 20 minutes. It can still be warm when you use it, just not boiling hot.
Step 3
Preheat oven to 400°F. Line two rimmed baking sheets with parchment paper.
Step 4
Put almonds and walnuts in a food processor and ground until fine (but don’t let it become a paste.) Take 2 Tbsp of the ground nuts and keep in a small bowl for later.
Step 5
Add 1 cup of the sugar syrup to the food processor (keep the rest for later) and mix again. Add orange zest, eggs and rose water, and mix briefly, then transfer to a medium bowl.
Step 6
Cut each phyllo dough sheet into two rectangles of about 7 by 8 inches. Cover phyllo with a towel.
Step 7
Put the first phyllo sheet on a working surface, narrow side towards you, and brush it lightly with the melted butter, almost all the way up. Spread a 1 Tbsp of the nut filling along the edge closest to you, leaving ½ inch clear on the sides. Fold the sides on the filling then start rolling the pastry from the filling side to create a cigar. Transfer to the baking sheet. Continue with the rest of the phyllo. Keep the cigars on the baking sheet an inch apart.
Step 8
Brush each cigar with butter and then generously brush with the sugar syrup.
Step 9
Bake for 12-14 minutes until golden and crispy. Transfer to a cooling rack.