Line a baking tray with greaseproof paper and set aside. Preheat your oven to 220C/430F.

Place the sugar and water into a saucepan on medium high heat and cook until the syrup has been simmering and a thin line of hardened sugar forms slowly off your spatula when you pull it out of the syrup (see note), approximately 5 minutes.

Meanwhile, combine the almond meal, egg yolks and ground cinnamon and add to the syrup, combine until smooth and thickened, approximately 2 minutes.

Set aside to cool completely.

For the pillows, cut your pastry into even squares.

Break up the cooled almond filling and spoon into the center of your pastry, along 1 ½ inches on the long side of your rectangles and 1 inch on the short edges of your rectangle.

Fold the long sides of your rectangle pastry over the filling and press down to firm the two layers of pastry on top of the filling.

Press the short edges together and your first Sintra pillow is complete. Place onto your prepared baking tray and repeat with the remaining pastry rectangles.

Place into the oven to bake until golden, for 25 minutes.

Remove the golden pillows and right out of the oven sprinkle the sugar.

Serve warm with your favorite tea or coffee on the side.