Toasting Walnuts: In large, dry skillet over medium-high heat, toast walnuts, stirring occasionally, until lightly brown, about 1 to 2 minutes.

Preheat oven to 375°F (190°C).

Walnut Mixture: In a food processor, combine walnuts, parmesan, figs, olives, capers, vinegar, thyme, salt and pepper, water and blend to a paste. Set aside.

With a sharp knife, cut sheet of puff pastry into 4 equal squares. Spread walnut mixture evenly among 3 of the squares, then stack, placing the clean pastry square on top.

To Assemble Wands:
Step 1: Cut two 1/4-inch (5-mm) thin strips from the pastry stack.
Step 2: Take one strip and twist into a spiral towards the right. Repeat with second strip.
Step 3: Lay both twisted strips side-by-side and pinch one end together. Take the right twisted strip and cross over the left one. Keep crossing the two twisted strips until completely spiralled together. Pinch the ends together to form a tip.
Repeat steps 1 to 3 until pastry is finished.

Lay wands on a parchment-lined baking sheet and bake for 15 to 20 minutes or until golden brown.

Let cool and serve.