First, prepare the filling:
Finely chop the dark chocolate into small pieces. In a bowl, combine the dark chocolate, walnuts, cookies and zest of oranges. Make both rolls as per the instructions. Place the rolls on a shallow baking tray, rolled edges facing down. Brush with butter and bake in a preheated oven at 180?C for 30-35 minutes, until they turn light golden in colour.
When baked, allow to cool in order for the filling to set. Sprinkle with sugar, cut into slices and serve.

For making Filo Pastry Roll:
Place the pastry sheets on a clean surface. Brush half the sheets with butter and stack on top of each other. Sprinkle each sheet with the mixture of grated walnuts, sugar and cinnamon before stacking the next sheet on top.
Spread half the filling along the longest side of the sheets. Remember not to allow the filling reach the edges (leave approximately 1-2 cm of empty space from each edge). Fold the edges over the filling.
Roll the sheets up. Brush the edges of the sheet with a little butter to stick.