Prep the matzo: Rinse each matzo sheet under cool water for 5–10 seconds until fully damp (you can do a few at a time - just make sure the entire sheet gets wet). Once softened, layer them between clean kitchen towels and set aside to rest while you make the filling.
Make the filling: In a large skillet over medium heat, warm the olive oil. Add the chopped onion and sauté for 8 minutes, or until soft and translucent. Stir in the ground beef, breaking it up with a spatula. After a few minutes, mix in the cumin, cinnamon, paprika, salt, and pepper. Cook until the beef is browned but not dry. Turn off the heat and stir in the honey and chopped parsley to bring it all together. Set aside to cool slightly.
Assemble the cigars: Take your softened matzo sheets and slice them in half across the width (opposite the natural grooves). Place a spoonful of the beef mixture near one edge and gently roll it up like a cigar, being careful not to tear the matzo. Continue until all the filling is used.
Fry the cigars: In the same pan, add about ¼ cup of olive oil and bring to medium-high heat. Meanwhile, crack the egg into a shallow bowl and whisk. Lightly dip each rolled matzo cigar into the egg wash, coating all exposed surfaces.
Cook until golden: Fry the cigars in batches, about 5 minutes per side, or until crisp and golden all over. Transfer to a paper towel-lined plate to drain.
Make the tahini sauce: In a small bowl, whisk together tahini, freshly squeezed lemon juice, a pinch of salt, and a splash of water until smooth and pourable. Adjust seasoning and amount of lemon to taste.
Serve: Enjoy the warm matzo cigars with the creamy, zesty tahini sauce on the side for dipping. Perfect for a holiday spread or a cozy night in.