In a food processor, grind 1 cup each of the walnuts and almonds until fine, but not powdery. Add the remaining filling ingredients, grind coarsely.
Make the dough. Mix the butter/margarine with the sugar until creamy.
In another bowl, combine the flour, salt, and baking soda. Add the vanilla extract and blend with the butter/sugar. Mix well.
Divide the dough into 4 pieces. On a floured surface, roll each piece approximately 1/8-1/4" thick. Using a cup or cookie cutter, cut into rounds approximately 3" in diameter. Gather the dough scraps and re-roll to make more rounds.
In the center of each round, place a spoonful of the filling.
Wet the edges of the dough with water, and fold in half, making a semicircle. Press the edges to seal. If the dough rips or cracks, gently press back together (it will stick back together while baking).
Carefully transfer to a greased baking sheet. They don't expand much while cooking, and can be spaced about 3/4" apart. Preheat the oven to 350°F.
Bake the travados for about 20 minutes, or until golden brown. Once cooked, set aside and allow them to cool *completely*, as they are brittle when hot.
While the cookies are cooling, prepare the syrup. In a small pot, heat the water, sugar and honey until boiling. Lower the heat and cook for another 10-15 minutes. It should be a thin, watery consistency, so don't overcook it. Add the lemon juice and/or rose water, stir.
Using a slotted spoon or tongs, carefully lower each travado into the syrup and allow to sit for about 15-30 seconds. Place on a rack over paper towels to dry.
Toasted sesame seeds can be sprinkled on top while still sticky, if desired. Allow to cool. Travados can be refrigerated.