Toss the pumpkin and rosemary in a small amount of the olive oil to coat the surfaces and roast till tender. Remove from the oven and allow too cool. When cool, add to the pumpkin mix the feta, cinnamon and pepper.
Lay 2 sheets of filo pastry on a clean dry surface, lightly brush with olive oil and cut the pastry into 2 strips from top to bottom.
Place approximately 2 tablespoons of the mixture in one corner of the pastry, fold the corner over and continue to fold forming a triangle with each fold until the end of the pastry is reached.
Lightly brush with some more oil and bake on a greased baking tray until golden brown.
In the meantime, make the pesto. Place the macadamia nuts, basil, cheese, oil and lemon juice into a food processor and process until combined (the mixture can be smooth or slightly nutty depending upon your preference).
Remove triangles from the oven and serve with Macadamia pesto.