Prepare the Almond Filling: In a food processor, chop the almonds to a coarse consistency, then add the cinnamon, sugar, orange blossom water, and melted butter and process to combine the filling.
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.