Bring Fillo Pastry to room temperature in its packaging.

In a small pot, combine water, caster sugar, orange rind, and cinnamon; boil for approximately 20 minutes or until a syrup forms.

Preheat oven to 180 degrees Celsius.

Process walnuts in a food processor until fine.

Lay one sheet of Fillo Pastry vertically and brush generously with butter. Sprinkle walnuts from just above halfway, leaving the top third bare.

Fold the Fillo pastry in half, then brush the strip with butter and roll onto a stainless steel mould, keeping it loose.

Press both ends of the Fillo pastry toward each other for a crinkled look.

Transfer to a baking tray, brush with leftover butter, and bake for approximately 25 minutes or until deep golden.

Allow cigars to cool completely before removing them from the mould by gripping the cigar with one hand and the mould with the other. Use a tea towel to aid grip if necessary.

Dip the cigars into the syrup and allow to soak, draining any excess syrup.

Place a plate in the freezer. Slightly soften the ice cream and scoop approximately 8 scoops into plastic wrap; roll tightly.

Place your fingers on one end of the cigar to prevent ice cream leakage while piping from the other end.

Transfer each filled cigar to the freezer and freeze for a few hours before serving. Garnish with extra walnuts and store in a container in the freezer.