Preheat your oven to 350°F (175°C) and line multiple baking sheets with parchment paper. In a medium bowl, whisk together the all-purpose flour, salt, and granulated sugar until well combined.

In another bowl, cream the softened unsalted butter and sugar until fluffy, about 3-4 minutes. Then, add the large egg and vanilla extract, mixing until smooth to form a tender dough.

Gradually blend the dry ingredients into the wet mixture until just combined. If the dough feels too dry, add a splash of cold water, one tablespoon at a time, until a soft, pliable dough forms. Wrap the dough in plastic wrap and let it rest for about 15 minutes.

In a separate bowl, mix the blanched almond flour, powdered sugar, egg white, ground cinnamon, and orange blossom water until a thick, smooth paste forms.

On a lightly floured surface, roll the rested dough into a rectangle approximately 1/8-inch thick. Spread the almond filling evenly over the dough, leaving a half-inch border around the edges.

Starting from the long edge of the rectangle, carefully roll the dough tightly into a log shape. Use a sharp knife to slice the log into 2-inch pieces.

Slide the baking sheets into your preheated oven and bake for 15-20 minutes. Keep an eye on them, watching for a golden brown color to develop.

While the cigars are baking, prepare the honey glaze by combining honey, water, and lemon juice in a small saucepan and heating gently.

Once the cigars are baked, soak them in the warm glaze for 2-3 minutes to infuse flavor and moisture. Transfer to a wire rack to cool.