Chop almonds with sugar in food processor until coarse. Stir in cinnamon and grated orange rind.
Preheat oven to 350°F. Line 2 sheet pans with parchment paper. Remove phyllo sheets from their package and unroll them on a dry towel. With a sharp knife, cut stack in half lengthwise, then in half crosswise. Cover phyllo immediately with a piece of parchment paper, then with a damp towel. Work with only 1 sheet at a time, keeping remaining sheets covered so they don't dry out.
Carefully remove one pastry square from stack. Brush it lightly with melted butter. Put about 2 teaspoons filling at one end of a phyllo square so it extends all along edge. Fold the two ends of dough in, slightly over filling, then roll up tightly to form a thin finger.
Transfer to a baking sheet. Make more phyllo fingers with remaining dough and filling.
Bake pastries 15-20 minutes or until very lightly golden. Transfer to a rack to cool. Serve dusted with powdered sugar or drizzled with honey.
Notes
Recipe excerpted from 1,000 Jewish Recipes by Faye Levy (IDG Books 2000).