Step 1In a saucepan, make the syrup by bringing the honey, one-half cup water and the orange blossom water to a boil and simmer for 30 seconds. Then let it cool.
Step 2Mix the walnuts with the sugar and orange zest.
Step 3Heat the oven to 300 degrees. Open the package of filo only when you are ready to make the pastries. Keep them in a pile so that they do not dry out. Lightly brush the top one with melted butter. Put a line of about 2 to 2 1/2 tablespoons of the walnut mixture at one of the short ends of the rectangle, into a line about three-fourths inch from the short and long edges. Roll it up loosely into a fat cigar shape. Turn the ends in about one-third of the way along to trap the filling, then continue to roll. Continue with the remaining sheets of filo.
Step 4Place the pastries on a baking sheet, brush them with melted butter and bake them for 40 minutes, or until lightly golden and crisp. Turn each pastry, while still warm, very quickly in the syrup and arrange on a dish. Serve cold with the remaining syrup poured all over.