Prepare the syrup: Put the water, sugar and orange peel in a saucepan and stir until the sugar dissolves and then bring the syrup to the boil. Remove from the heat and leave to cool.
Brush every sheet of filo with melted butter and place one at a time in a hoop (for example the ring of a cake tin without the bottom) placed on a tray covered with non-stick paper. Press gently with your hand to cover the sides, and let the edges protrude from the sides.
Preheat the oven to 160°C. Put the egg whites in a bowl and beat with a mixer. Add the sugar, bread, walnut, cinnamon, clove and vanilla and mix in the mixer at low speed, or with a wooden spoon until well combined. Pour the mixture in the hoop on top of the filo sheets, level, and turn the protruding pastry inwards. Bake the dessert in the oven for around 25 minutes until well cooked and the mixture has set.
For the vanilla sauce, heat the milk in a small saucepan until lukewarm (check with your finger, it has to be just bearable). Beat the egg yolks in a bowl gently with the vanilla and a little of the warm milk, then add to the rest of the milk, stirring all the time. Continue to stir with a wooden spoon on very low heat until you can see it leaves a line on the spoon and begins to set as cream. Remove from the fire.
Pour the cold syrup over the warm walnut pie and leave to absorb. Cut in pieces and serve with vanilla sauce and the preserved fruit.
5 sheets of filo pastry
2 tbsps melted butter for greasing
6 egg whites
1 cup sugar
150g bread crumbs (not crust) (3 cups approx.)
1 ½ cup (175g) finely chopped (not ground) walnuts
½ tsp cinnamon
1/4 tsp ground cloves
1 sachet vanilla
2 pieces of walnut sweet preserve + 1 piece of fig sweet preserve for serving
For the syrup:
1 ½ cup water
1 ½ cup sugar
1 strip of orange peel (pared with a knife, just the orange bit)
For the vanilla sauce:
1 ½ cup milk
2 egg yolks
1 ½ tbsps sugar
1 generous pinch of vanilla