Exact proportions are not important in this dessert (this recipe yields about 20 cigars), and the nut filling can be altered to taste. I like to make the cigars with salted butter. Though the cigars are traditionally quite sweet, they’re also delicious with barely any sugar. The quality of the nuts is crucial; look for fresh new-crop nuts. Supermarket nuts are often slightly rancid, so try a natural foods store or a Greek market. Toast them lightly, if you like, but fresh nuts don’t really need it.
The cigars taste best if baked several hours before serving, or the day before. Serve and store at room temperature.
A bowl of new-crop walnuts in the shell would be another way to finish this meal, along with a bowl of tangerines or clementines. New walnuts have their own sweetness.