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Heat the oil in a frying pan, and cook the shallots and rosemary with a splash of water and some salt for 20-30 mins until golden and caramelised. Stir in the vinegar and sugar and fry for another 5 mins until sticky. Remove the rosemary sprig and leave to cool.
Heat the oven to 220C/200C fan/gas 7. Set the shallot mixture, filo sheets, and remaining ingredients out in front of you so you can work quickly to prevent the filo drying out. Stack the four filo sheets on top of each other on a work surface, then cut into three long strips, so you have 12 strips in total.
Brush one of the strips with some olive oil using a pastry brush. Spoon a heaped teaspoon of the shallots over one end of the strip, then sprinkle 1 tsp ground almonds on top. Add a few fig slices and a pinch of flaked almonds. Fold the bottom corner of the pastry diagonally over the filling – what was the bottom edge should now meet the right-hand edge of the pastry. Fold the filled triangle over, and keep folding like this along the whole strip until you have a neat, triangular filo package. Transfer to a baking tray. Repeat with the rest of the filo and filling. Brush each triangle with some oil and season or top with some sesame seeds, if using.
Bake for 10-15 mins until crisp. Leave to cool to room temperature before serving. Will keep in an airtight container for 24 hrs. Reheat in the oven at 220C/200C fan/gas 7 for 5 mins, if you like.