Two notes on working with phyllo dough. You must defrost the dough completely before working with it (so the leaves of dough don’t stick to one another). After removing a piece of dough from the package, cover the package with a damp kitchen towel so the dough doesn’t dry out.
Combine the sugar, nuts, and cinnamon in a small bowl.
Grease your work surface with a little of the melted butter. Lay out a phyllo leaf and brush with butter, then lay a second leaf on top. Brush the second with butter, too.
Use a knife to cut the leaves into eight to six squares. Place a little of the sugar-cinnamon-nut mixture on the edge of the square. Roll into a cigar shape.
Bake in an oven preheated to 190 to 200 degrees Celsius for about 15 minutes.
Meanwhile, boil the ingredients for the sauce and continue to cook for about two three more minutes, while stirring.
Dip each cigar in the sauce and arrange on a platter.
Optional: sprinkle with a little shredded coconut for decoration.