Put the ground almonds, sugar, cinnamon and orange blossom water into a food processor and blend to a thick paste.
Place the filo sheets under a clean, damp tea towel to prevent them drying out.
Brush the top filo sheet with a little melted butter.
Roll lumps of the almond paste into fingers, then place end to end in a line inside one edge of the pastry.
Tucking in the ends to enclose the filling, roll up to form a long roll about a thumb’s-width thick.
Place in the centre of the prepared baking sheet, crease the roll like an accordion, then shape it into a coil.
Repeat with the remaining sheets of filo, wrapping them tightly around the first coil.
Brush the egg wash over the coil.
Place in a preheated oven, 200°C Gas Mark 6, for 20 minutes until lightly golden.
Dust with icing sugar and a swirl of cinnamon.
Serve warm or at room temperature.
Notes / Tips / Wine Advice:
For toasted almond & cinnamon fingers,
mix together 175 g ground almonds, 3 tablespoons granulated sugar and 1 tablespoon ground cinnamon in a bowl. Add 1 tablespoon softened butter or ghee and work to a paste. Lightly toast 3 slices of brown or white bread, crusts removed and cut into fingers, on one side under a preheated grill. Turn them over, smear with the almond paste and toast for 2 minutes. Serve as a hot snack.