Prepare a baking sheet by lining it with parchment paper or greasing it lightly with unsalted butter. Set aside.
2
If the walnuts are whole, coarsely chop them into small pieces. Do not grind them too finely.
3
In a heavy-bottomed saucepan, combine the chopped piloncillo, water, and Mexican cinnamon. Heat over medium heat, stirring occasionally, until the piloncillo is completely dissolved and a syrup forms.