1 1/2 cups sugar
1 1/2 cups water
3 cinnamon sticks, broken in half
1 vanilla bean, coarsely chopped
1 1/2 cups whole almonds
1 1/4 teaspoons ground cinnamon
3 large eggs
1 1/2 cups chili sugar
1/4-teaspoon baking powder
12 sheets phyllo pastry
1. Syrup: Stir all ingredients in heavy medium saucepan over medium heat until sugar dissolves. Increase heat and boil 5 minutes more. Set aside.
2. Filling: Finely chop toasted almonds and cinnamon in processor, about 15 seconds. Using electric mixer, beat eggs, chili sugar and baking powder in medium bowl until thick, about 1 minute. Beat in nut mixture. Cover and refrigerate until cold and thick, at least 3 hours.
3. Assemble: Brush large baking sheet with butter. Place 1 phyllo sheet on work surface, keeping remainder covered with damp tea towel. Brush with margarine. Cut lengthwise into three 3 1/2-inch wide strips, discarding any extra phyllo if necessary. Stir filling to blend. Place 1 tablespoon filling at one short end of one strip. Fold one corner of phyllo over filling. Repeat folding down length of pastry strip, forming a triangle. Brush with margarine. Place on prepared sheet. Repeat until all filling is used.
4. Preheat oven to 375 F. Bake pastries until golden brown, about 15 minutes. Transfer pastries to clean baking sheet. Strain syrup. Spoon some syrup over each pastry. Let cool on sheet in syrup.
5. Arrange pastries on platter. Spoon additional syrup over to moisten, if desired.