In a large bowl, cream together the butter and confectioners' sugar until smooth. Beat in the eggs. The mixture will look quite broken and curdled. Stir in the almond flour, which will pull everything together quite nicely.
Add the all-purpose flour, rose water and zests, stirring to incorporate. Finally, add the pistachios to the almond paste.
On a long, clean work surface**, line up five of the filo sheets, lengthwise, end-to-end (short ends touching). Lay the remaining four sheets on top, staggering so that the center of each top sheet lies on the seam of two bottom sheets.
Spoon the almond paste down the length of the filo sheets, along the edge nearest you, about 2 inches from the edge. Sprinkle sugar over the almond paste.
Working quickly, roll the filo around the paste, like a cigar - one rotation at only at this point - moving down the length of the filo. With the first roll entirely complete, continue rolling until you've created a tube. Starting at one end, begin coiling the tube in a spiral, flat, along the work surface, taking care not to crack the filo too badly as you roll. Repair any cracks with the extra filo brushed with melted butter.
Transfer to a baking sheet and bake for 40 minutes. Remove, and allow to cool.
Dust with extra confectioners' sugar and garnish with small rose buds (if using)
Notes
*You can grind fresh almonds to make your own almond flour. Use about 2 heaping cups of almonds (as measured before grinding).**To keep the cracking to a minimum, I lay out the filo sheets on parchment paper, with the last piece lining a rimmless baking sheet. I find the parchment paper to be a good aid in making that first roll, getting the filo up and over the almond paste (sort of like rolling sushi). Then, start the coil from the opposite end of the baking sheet, so that the coiled cake ends up on the baking sheet (see photo of layout, above). In the video, Jamie recommends doing this on your dining room table. Be warned: it'll be messy. :) Keep in mind that if the filo cracks while baking (and mine always does), almond paste will ooze out (the parchment lining comes in handy).