These are delicious arabic biscuits / pastries, they can be made with a variety of fillings, including pistachios, walnuts or dates. They are often eaten in the Middle East as a celebratory food, for example at weddings, the end of ramadan, rosh hosana, christmas, easter etc. They contain very little sugar so they are quite healthy. The pistachios are considered the most desirable fillings. Almonds also work quite nicely though.
NB: The folding (step 3.) does get easier, you will see this once you work out how to do it!!!