Chop the nuts into small pieces then dry fry in a pan for 3-4 minutes until slightly browned.
Leave the nuts to cool then stir in the sugar and cinnamon.
Line a small roasting tin with baking parchment
Preheat the oven to 180C Gas Mark 4
Unroll the filo pastry and place it piece by piece in rectangles the same size as the roasting tin.
Each layer should be brushed with melted butter. I used six layers for the base
Place the nut mixture onto the pastry.
Add more layers of filo pastry on the top of the nut mixture, brushing each layer with butter.
Cut the pastry into six square and each square into four triangles.
Bake in the oven for 30 minutes. After ten minutes cover with tin foil to stop it going over brown.
While it is baking make the syrup.
Peel the rind off the lemon and orange and cut into small strips
Add this to a pan with the juice from the lemon and orange.
Add the sugar, cinnamon and water
Heat gently until the sugar dissolves then bring to a simmer and simmer for five minutes.
When the pastry comes out of the oven pour the hot syrup over the top
Leave to cool then chill for three hours