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Preheat oven to 175C. Combine dry ingredients in medium bowl. Set aside.
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Combine wet ingredients in large bowl. Dissolve sugar in orange juice then drizzle in the olive oil, whisking well.
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Create a small well in the dry ingredients and to that add the wet ingredients, mix gently until just combined. It’s really important not to over mix or knead - the cookies will become tough. Allow dough to rest for at 30 minutes.
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Using a tablespoon, take a scoop of dough and roll between your hands into an egg like shape. Lay on pan lined with baking paper and press down gently with the back of a fork until cookie is a little less than 1/2 an inch thick and oblong in shape.
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Bake at 175C for 30 minutes until edges are just golden brown. Remove from pan and dip hot cookie into hot syrup. Sprinkle with finely chopped walnuts.