Place prunes and apricots into a large pot filled with water and bring to a rolling boil over high heat. Cook the fruit uncovered, stirring occasionally until the fruit is tender, about 15 minutes. Drain fruit in a colander and mash together in a bowl using a fork. Set aside.
Preheat an oven to 180 degrees C.
Whisk eggs, 1 cup sugar, oil, lemon zest and orange zest together in a bowl and set aside. Sift flour and baking powder together in a large bowl. Stir in the egg mixture, kneading with hands until the dough comes together. Roll out dough to about 5mm in thickness on a lightly floured surface. Cut circles out using a biscuit cutter or the rim of a drinking glass.
Mix prune and apricot mixture, lemon juice, walnuts and 1/3 cup sugar in a bowl. Place a tablespoon of the filling in the center of each biscuit. Pinch the edges firmly together to create a triangle, leaving the centre open to expose the filling. Repeat with the remaining biscuits.
Bake in the preheated oven until golden brown, about 20 minutes. Cool in the pans for 10 minutes before removing to cool completely on a wire rack.