In a large bowl put the olive oil, cognac, coconut sugar and orange zest and mix well with a whisk or fork.
Then, in a small bowl, mix the soda with the orange juice. Add this mixture to the large bowl with the liquid ingredients.
Next, add the flour, baking powder, cinnamon and clove into the large bowl, and mix with your hand until combined. Do not knead too much. Just enough to combine the ingredients, and no more so that the dough does not tighten and the melomakarona come out dry.
Line a large baking pan with some parchment paper. Shape the melomakarona in the size and shape you want and put them in the baking pan. Slightly pierce them on top with a fork or toothpick to help them absorb the syrup later.
Bake for about 20 minutes, depending on their size, or until lightly brown.
While your melomakarona are baking, prepare the syrup. Mix all the ingredients for the syrup in a saucepan over low to medium temperature. Keep it warm until the melomakarona are baked.
Once the melomakarona are ready, put them in batches in a deep dish and pour as much syrup as you want on both sides, depending on how syrupy or sweet you want them. Finally, sprinkle with the chopped walnuts.Enjoy!