In a food processor, mix the almond and pistachio into a fine paste. Place the nuts in a frying pan and add 4T of water and the sugar. Cook over low heat unit the sugar has dissolved, about 4min. Remove from heat and stir in the egg yolk and lemon zest.
Put 1 sheet of pastry on a clean surface. Spread 1T of the nut mix in a thin strip along the edge closest to you, leaving 3/4 of an inch on the left and right side. Fold the two sides over the paste and roll away from you to create a compact cigar. Tuck the top edge in and seal with a bit of the beaten egg white. Repeat with all the pastry and filling.
Pour enough oil into a frying pan to come 3/4in up the sides. Heat oil over medium-high heat and fry cigars for 10 seconds each side, until golden.
Place the cigars on a plate lined with paper towels and allow to cool. Place the honey and remaining 1T water in a small saucepan and boil. When it is hot, lightly dip the cigars in the syrup for a minute and stir gently until well coated. Remove and arrange on a serving place. Sprinkle with crushed pistachio garnish.