1. Place the oil, sugar, cinnamon and cloves in a bowl and stir with a whisker until the sugar melts. Place the juice in a small bowl and dissolve the bicarbonate of soda in (hold the bowl over the oil-sugar mix because the soda will overflow). Add it in, along with the brandy and the grated zest.
2. Sieve the flour and the baking powder together and add it to the mixture, a little at a time, stirring with a whisker. Once the dough holds together, work it gently with your hands. You need to end up with a smooth, light and oily dough, so do not work it too much because it will become firm. Then take a small piece of the dough and mould it into a ball. Pat it with your palms to flatten, place some of the walnuts in the middle and seal the filling in. Flatten again and place the malomacarono on a baking tray (seam underneath).
3. When all the melomacarona are arrayed on the baking tray, take a fork and poke them lightly on the top. Place the tray on the centre shelf of a preheated oven and bake at air170ºC, for 25-30 minutes, until golden brown. Let them cool completely and then fit them snugly in a large baking pan. Prepare the syrup. Put all the ingredients in a large casserole, bring to the boil and simmer for 6-7 minutes onwards. Spoon the froth from the syrup. Pour the hot syrup over the cold melomacarona for 4-5 minutes and turn them over. Place them on a serving plate and sprinkle with finely chopped walnuts.
4. Note: Cover the dough and let it rest for 15-20 minutes before you begin to mould the melomacarona. The dough must be soft and light. From the time it starts to hold together, work it for a short while, otherwise it will become firm and so will the melomacarona.