For the syrup:
Mix the sugar or honey with the walnuts, almonds, sesame seeds and cinnamon. Cut each phyllo sheet into 4 strips, brush with oil and spread a spoonful of filling, leaving a little space at the edges so that the filling does not spill out when rolled.
Using a thin wooden stick (e.g. the handle of a spoon) as an aid and starting from the bottom, roll it up by pushing it from the edges inwards onto the stick. Pull it out when strained and place it in an oiled baking tray. Continue the same with the remaining sheets and the filling.
Heat the oil and pour over the rolls. Bake them in a moderate oven until they take on color. Prepare the syrup and pour over the rolls as soon as they come out of the oven.
