Prepare the dough: In a mixer or by hand, mix the corn oil and butter, then add the lye, sugar, cognac, cinnamon, soda dissolved in the orange juice, and continue to mix. Then add the flour little by little, and mix for a few more minutes. The dough must be soft.
Mix the filling ingredients together. Take a little bit of the dough (about the size of a walnut), and open into a disc on your hand. Add a spoonful of the filling and seal into an oval or triangle shape. Carry on until you've run out of filling.
Using a tweezer, lift the dough on the surface into shapes as shown in the photo. Place in a greased baking dish and bake at 200° C for about 30 minutes. Remove from the oven and pierce using a needle or skewer - this will allow the syrup to reach the filling.