2. Prepare the nut filling: place all the filling ingredients in a large mixing bowl and mix well. set aside while you prepare the phyllo.
3. unwrap the phyllo dough and place it on a flat surface. While you are working with phyllo sheet, keep the rest of the block covered with plastic wrap and a kitchen towel to prevent it from drying out.
4. Use a pair of scissors to cut the sheets into 3 ½-inch-long strips.
5. Take a strip of phyllo dough and brush it with butter. Place another strip on top of the first and brush it with butter. Repeat until you have a four-sheet layer.
6. Spread one heaping tablespoon of the nut mixture onto the phyllo layer, one inch from the edge of the side nearest to you. Fold the corners over the mixture to seal, and roll it away from you to form a cigar shape. Brush the end with a small amount of egg yolk and press to seal. repeat steps 5 and 6 until you have used all the phyllo and nut filling.
7. coat a large baking pan with butter and lay the phyllo cigars in it lengthwise. Bake for 20 minutes until golden.
8. While the phyllo cigars are baking, make the syrup: Put the honey and orange blossom water into a small saucepan and simmer for 5 minutes. Remove from the heat.
9. When the phyllo cigars are done, remove the pan from the oven. Dip the cigars, one by one, into the honey syrup and place on a serving platter.