1. Put strained orange juice, maple syrup and vanilla bean (if using) into a small pot and gently bring to the boil. Simmer on a very low heat until you get a thin syrup that coats the back of a spoon. Set aside to cool.

BAKLAVA CIGARS

2. Grind nuts for the filling in a food processor until you get a coarse crumb. You can use any nuts you like, I went for a mixture of almonds and walnuts.
3. Place ground nuts in a bowl with salt, cinnamon, lemon and orange zest. Mix all the dry ingredients well and add maple syrup to bind.
4. Prepare a baking tin by brushing it with a small amount of olive oil. Wet two clean kitchen towels and wring them both out really well.
5. If you want your cigars to look identical, it’s a good idea to weigh all the filling and then divide it into 6 equal portions.
6. Open a thawed packet of filo, gently remove one sheet and cover the remaining sheets with a piece of cling film and a damp kitchen towel to prevent the pastry from drying out. Filo tears really easily so you need to be very gentle with it and if it has small tears in it, it’s still okay to use but make sure they are not located at the beginning of your rolls.
7. Cut the first sheet in half along the widest edge. Place one half in front of you with the longer edge perpendicular to you (with the shorter edge facing you). Put the other half with the whole sheets, under a damp towel.
8. Lightly dip a pastry brush in olive oil and brush the pastry with it. Go easy on the amount of oil as you don’t want the cigars to be oily, but make sure you cover the entire sheet with light brush strokes.
9. Place about 2 generous tablespoons of the filling at the bottom of the oiled sheet leaving a 1 inch / 2.5 cm margin at the bottom and on the sides of the sheet.
10. Mould the filling with your hands (it should be sticking together easily) into a long sausage. Start rolling the cigar by folding the bottom margin over the filling, then fold the sides in (like you would with a burrito) and finally roll the cigar tightly around the filling. Apply a little bit more oil to seal the roll. Place it in a greased tin, seam down. Cover with the second damp kitchen towel while you roll the remaining cigars.
11. Repeat the last 3 steps with the remaining 2.5 sheets. If you want to use up the entire roll of pastry, you could fold each sheet in half and use a double layer of pastry for each cigar.
12. Pre-heat the oven to 180º C / 355º F.
13. Place the cigars in the tin snugly. Using a sharp knife cut each cigar into 2, 3 or even 4 (depending how big you want them) pieces. Brush the tops with a small amount of oil and bake for about 25 minutes, or until golden brown.
14. As soon as the cigars are ready, brush them with cold (that’s important as otherwise they’ll end up soggy) syrup. Sprinkle with finely chopped pistachios. If you made more than you are able to eat, just freeze the remainder.