SLICE THE STRAWBERRIES, discarding their tops, and put them in a shallow dish. Sprinkle over the cinnamon and 1 tablespoon of the icing sugar. Squeeze over the juice from the orange and mix well. Cover and leave to one side.
CUT THE FILO PASTRY into 12 rectangles, each measuring 8 × 12cm/3¼ × 4½in (and cover the filo with a damp tea towel to prevent it from drying out). Heat a large frying pan over a medium-high heat and pan-fry the filo pastry in batches until golden and crispy. This will take about 1–1½ minutes on one side and 30 seconds–1 minute on the other. Remove from the pan and put carefully to one side.
PUT THE YOGURT in a mixing bowl while cooking the filo, and add the remaining icing sugar and the vanilla. Whisk everything together well and leave to one side.
WHEN ALL THE FILO IS COOKED you can construct the cakes. Put a piece of cooked filo on to a serving plate and add a spoonful of yogurt on top. Spread it out and cover with a thin layer of strawberries. Put another piece of filo over the strawberries, and then repeat with more yogurt and another layer of strawberries. Put a third piece of filo over the strawberries, spread a spoonful of yogurt over the top, then break up some of the walnuts and scatter them over. Add a pinch of cinnamon, then repeat for the other 3 layer cakes. Serve with any remaining strawberries.