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Preheat oven to 350F/170C. Line a baking sheet with parchment.
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Combine the nuts, Aleppo pepper or cayenne, sugar, spices and orange zest in a bowl.
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On a clean, dry surface, unroll the puff pastry sheet and gently spread the chocolate-hazelnut cream over the surface. Don’t spread the chocolate cream all the way to the edge, to avoid it leaking out during baking. Sprinkle the nut and spice mixture over the chocolate.
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Take one of the long ends of the puff pastry and roll gently inwards into a tight cylinder. Using a sharp knife, cut the cylinder into slices about 3/4 inch/2 cm wide. Place on the baking sheet, gently pinching the center to form a slight crescent, if desired. You can bake them as ovals as well.
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Brush lightly with the beaten egg and bake for 12 – 15 minutes, until puffed and golden. Sprinkle, if desired, with confectioner’s sugar, or drizzle with Greek honey. Serve.