Peel, core, and quarter the apples. Then cut the quarters crosswise into thin slices and combine them with the orange and lemon juices in a medium-size saucepan. With the pan partially covered, bring the mixture to a boil. Then reduce the heat slightly and cook the fruit at a gentle boil for 5 minutes.
Stir in the brown sugar, cinnamon, and cloves and continue cooking the filling uncovered, stirring occasionally, for 2 to 3 minutes.
Blend the cornstarch and water in a small bowl and pour it into the apple mixture. Bring the mixture back to a boil, stirring continuously. Let the filling cook for 1 minute and then remove it from the heat and stir in the nuts. Transfer the mixture to a bowl to cool.
Heat the oven to 375 degrees. Line a medium-size baking sheet with parchment paper or lightly greased aluminum foil.
Working with 1 tortilla at a time, spoon a quarter of the apple filling down the center, leaving a generous 1-inch border at each end. Fold the ends over the filling, then fold over one of the sides to enclose the filling. Moisten the other edge of the tortilla with a pastry brush dipped in water, then continue to fold the tortilla so it rests on the moistened section. Place it on the baking sheet, seam down. Repeat for the other tortillas.
Brush each tortilla generously with melted butter, then sprinkle on sugar. Bake for 20 to 25 minutes, until the tortillas turn a rich golden brown. Transfer the baking sheet to a wire rack and let the burritos cool for at least 20 minutes before serving. Cut each one diagonally into halves to serve.