Prepare the Almond Filling: In a food processor, chop the almonds to a coarse consistency, then add the cinnamon, sugar, orange blossom water (can be found in Middle Eastern stores), and melted butter and process to combine the filling.
To Shape the Triangles: Take several fillo sheets and divide them in half lengthwise and crosswise so that you have sheets that are 6 inches wide by 8 1/2 inches long. Fold them lengthwise so that you have fillo strips 3 inches wide. This is the size that will be filled and folded into triangles.
Take 1 heaping teaspoon of the filling and put it on the lower left hand side of the fillo. Fold it over to the right to make a triangle. Then fold it over to the left and to the right again until you have folded the entire sheet into a triangle. Seal the packages with beaten egg or a light mixture of flour and water.
Heat the vegetable oil in a skillet over moderate/low heat and brown the pastries for about 2 minutes. Plunge them into the honey and leave them for 10 minutes, turning them over once. Remove and sprinkle with sesame seeds. Set aside to cool and dry.Servings: 20 triangles