Mix together olive oil, water, orange juice, lemon juice and sugar. Set aside. In a large bowl sift together flour, baking soda and salt. Add olive oil mixture to flour mixture.
On a floured surface, work and knead to a smooth dough. Cover dough (you can place the empty bowl over it) and let dough rest for an hour.
While dough is resting, make filling. To Make Filling: Combine ground walnuts, ground almonds, sesame seeds and honey together in a bowl. Mix until well coated.
Preheat oven to 350 degrees F (175 degrees C).
Roll out dough to about 1/4 inch thickness. Cut into 3 inch squares. Place 1 heaping teaspoon of filling in center of each square. Moisten edges with orange flower water or orange juice and cover the filling by folding in the four corners and pressing them firmly together in the center.
Bake for about 25 minutes. While cookies are still warm, sprinkle lightly with orange flower water or orange juice and dip in a bowl of confectioners' sugar.