Toast the unblanched almonds in a skillet for a couple of minutes until you smell their nuttiness. Remove from the heat.
Remove any hard stems from the figs and cut into a quarters.
Into the food processor, add the prepared figs, pitted dates, toasted almonds, orange marmalade, golden raisins, candied orange peel, honey, dark rum and cinnamon.
Preheat the oven to 350-degrees F.
Roll the dough into a large rectangle and add the fig filling down the middle.
Roll the dough into a long log, placing it seam-side down.
Cut the dough into 1-1/2" pieces and place onto a parchment or silpat lined baking sheet.
Bake for 15 minutes until the bottoms are golden brown.
Remove to a cooling rack and allow to cool completely.